Xijiang River Bridge is the first hybrid railway bridge composed of single pylon cable-stayed and continuous rigid-frame system in China. To study the mechanical behaviors of the novel bridge, 3-D finite element model (FEM) based on Midas/Civil software is created; spatial effect of stayed cable is discussed; the self-vibration behavior of this unique bridge is analyzed by adopting the subspace iteration method; then by means of simulating analysis of the whole construction process, stress paths of critical parts in different construction stages are calculated and presented to study its mechanical behaviors. Results reveal that the composite bridge embodies features of both traditional cable-stayed bridge and rigid-frame bridge. Further study, however, shows that the unique hybrid system is mostly characterized by the rigid-frame type, meanwhile, as safety storage, the stay cable will play an important role in the “stiffness kept” of the whole structure, improving the actual stress and working condition of the whole structure in the long run.