A new type of pier anti-collision composite structure composed of honeycomb steel and polyurethane (PU) elastomer was proposed in this study. The impacts of the shape and filling materials of inner core cells on the failure mode, load–displacement cure, bearing capacity, structural stability, and energy absorption were studied by conducting uniaxial compression tests on device segments. Test results showed that the bearing capacity, structural stability, and energy absorption of honeycomb steel structure were significantly improved by PU elastomer filling. Besides, when compared with the square honeycomb structure and the regular hexagon honeycomb structure, the maximum values of average load, total energy absorption (TEA), and specific energy absorption (SEA), which were 69.6 kN, 1986.1 J, and 1300 J/kg, respectively, for the regular triangle honeycomb structure without PU filling, increased to 459.3%, 376.38%, and 212.5%, respectively, for the regular hexagonal core cell structure with PU filling, which was proved to be the most suitable core structure for pier anti-collision device.