So far, almost all studies have concentrated on the compressive performance of fully loaded concrete-filled double-skin steel tubular (CFDST) columns, but there have been few studies on partially loaded CFDST columns, and the difference in their behavior remains unclear. Thus, by focusing on the mechanical behavior of circular CFDST columns under different loading arrangements, this paper conducts a comparative study on circular axially loaded CFDST columns based on the author’s previous experimental results. A total of 28 experiments were conducted, in which 14 fully and 14 partially loaded specimens were tested. The influence law of crucial parameters on the compressive behavior of CFDST specimens with two different loading arrangements were compared and the results were discussed. It is shown that when the void ratio is 0 and 0.2, the ultimate strength of partially loaded CFDST columns is greater than that of fully loaded ones, but the results are opposite for the columns with the void ratios of 0.4 and 0.6. Subsequently, based on the experimental data, a finite element analysis (FEA) model was developed and used to ascertain the compressive behavior of CFDST columns with two different loading arrangements. The results suggested that, at the beginning of the loading phase, the outer tube of partially loaded CFDST columns provided a certain lateral confining stress to the concrete, while the lateral confining stress of fully loaded CFDST columns fluctuated around zero. The axial load of the inner tube of fully loaded CFDST columns first increased linearly and then remained almost unchanged. Due to the existence of friction, the inner tube of partially loaded CFDST columns also undertook a certain axial load, which first increased and then decreased to zero.