This paper conducts an experimental study on the axial compressive performance of FRP-steel-concrete composite columns. Nine short columns were produced and evaluated in the study, comprising of three concrete-filled steel tube reference columns and six FRP-steel-concrete composite columns, respectively denoted as “reference columns” and “composite columns”. Two categories of failure modes, including shear failure and waist drum, were observed from the experiments. The failure mode may trend toward waist drum from shear failure as more FRP layers were used. The number of FRP layers had a direct effect on the level of compressive strength attained, with a greater number of layers resulting in a greater increase in compressive strength. Moreover, a greater tensile strength and higher elastic modulus of CFRP sheets are more effective at improving the compressive stiffness of the columns. Finally, a four-stage confinement mechanism for FRP-wrapped steel tube concrete composite columns is proposed and discussed, through which the damage mechanisms of the composite structures are more rationally characterized.