Unreinforced masonry (URM) is a construction of brick or concrete block unit that is joined together using mortar, without steel reinforcement. Because of the heterogeneous nature and difference in mechanical properties of the masonry elements, analyzing and capturing the structural behaviour of URM walls under various loading conditions is therefore complex. In recent decades, research efforts have been focused on addressing and understanding the compressive behaviour of URM walls from the experimental viewpoint. However, from the existing experimental literature, there is a significant degree of variation in the mechanical and geometric properties of URM walls, especially the comprehensive comparison of apparently equivalent test parameters, which has yet to be examined. It is therefore necessary to highlight and critically examine major results derived from the experimental literature to better understand the performance of URM walls under compressive loads. This review paper presents the assessment performance with regard to axial compressive tests on URM walls, along with comprehensive comparisons among the experimental literature findings on the basis of masonry construction methods and various influencing parameters. Emphasis in the literature has been placed chiefly on the masonry elements, design provisions, axial load, slenderness ratio, openings, and stress–strain response. Based on observations from the study, experimental development trends have been highlighted to identify and outline potential directions for future studies.