In order to investigate the multi-axial mechanical properties of a kind of PU (polyurethane) foam, some experiments in different loading conditions including uni-axial tension, uni-axial compression, hydrostatic compression and three-point bending were conducted. It is shown that the hydrostatic component influences yield behavior of PU foam, the yield strength and degree of strain hardening in hydrostatic compression exceed those for uni-axial compression. In terms of the differential hardening constitutive model, the evolution of PU foam yield surface and plastic hardening laws were fitted from experimental data. A finite element method was applied to analyze the quasi-static responses of the PU foam sandwich beam subjected to three-point bending, and good agreement was observed between experimental load-displacement responses and computational predictions, which validated the multi-axial loading methods and stress-strain constitutive model parameters. Moreover, effects of two foam models applied to uni-axial loading and multi-axial loading conditions were analyzed and compared with three-point bending tests and simulations. It is found that the multi-axial constitutive model can bring more accurate prediction whose parameters are obtained from the tests above mentioned.