In the absence of experimental investigations on column members of underground structures, full‐scale column specimens were tested to explore the seismic behavior of shallow‐buried subway stations at various depths. The axial compression ratios of internal column specimens were set as 0.16, 0.33, and 0.40. Both hybrid simulations and quasi‐static tests were performed on the station columns. The hybrid simulations illustrated the drift demands of internal columns, while the load‐carrying capacity and deformation capacity were obtained from the quasi‐static tests. Hybrid simulations at low, moderate, and high‐intensity levels were conducted to study the seismic responses of shallow‐buried rectangular stations. The hybrid simulations suggest that the most severe damage occurred in the station when the axial compression ratio of the tested column reached 0.40. Central columns suffered severe stiffness deterioration under high‐level earthquake excitation, especially in stations at greater depths. Meanwhile, the quasi‐static test results indicate that the ultimate load of the central columns increases with increasing axial compression, but this leads to a significant decrease in the ductility of columns. Besides, the sectional analysis results show that the central columns are prone to tension‐controlled failure, and the safety margin for flexural response deteriorates with an increasing axial compression ratio. The test results indicate that shallow‐buried rectangular stations are susceptible to flexure‐controlled structural failure when their central columns possess a relatively low axial compression ratio and a high shear span‐to‐depth ratio. The failure mechanism of station columns is revealed by both the hybrid simulations and quasi‐static tests, and the findings from the full‐scale tests are beneficial for the practical design of shallow‐buried rectangular stations.