An investigation of the octagon-shaped concrete-filled double skin steel tubular columns which used PVC-U pipe to replace the steel tube as inner tube was carried out. In order to study the performances and mechanisms of the components when suffered axial load, ultimate axial bearing capacities of 9 components were tested. The cross-sectional size of the outer steel tube and inner PVC-U pipe and length of the specimen was concerned by the nominal steel ratio and the hollow ratio and slenderness ratio, respectively. The external steel tube and core concrete appeared three and four types of destruction phenomenons, respectively, but the inner PVC-U pipe did not destroy. Finally, experimental results and numerical analysis results were comparied.