In this paper, seven ultra-high performance concrete (UHPC)-filled double skin high-strength steel tubular (UHPCFDST) columns and four UHPC filled high-strength steel tubular (UHPCFST) columns axial compression tests were carried out. The effects of hollow ratio, width-to-thickness ratio of the outer steel tube, and cross-section combination form on the axial compression performance of UHPCFDST were studied, and the failure mode, axial load-strain curve, and strain response were discussed. The results showed that the highstrength steel tube had good compatibility with UHPC, and all specimens finally had serious buckling deformation. The peak load of UHPCFDST specimens decreased with the increase of the hollow ratio, the ductility and toughness were improved. The width-to-thickness ratio of the outer steel tube had the most significant effect on the axial compression performance of the specimens. With the increase of the width-to-thickness of the outer steel tube, the ductility of the specimens tended to increase, and the toughness index first increased and then decreased. Finally, a unified calculation model for the ultimate compressive capacity of UHPCFDST and UHPCFST specimens was proposed, and the predicted value was in good agreement with the experimental value.