Desulfurization slag (DS) is the solid waste discharged from the bottom of the circulating fluidized bed (CFB) boiler. It has good pozzolanic activity, self-hardening property and large expansibility. In this paper, ground desulfurization slag (GDS) is used as mineral admixture to replace cement to prepare self-compacting concrete (SCC). In order to find out the influence laws of different factors on the axial compressive properties of the self-compacting concrete filled steel tube (CFST), seven types of SCC are prepared and nine groups of CFST short column are fabricated. Filling ability test, compressive strength test and axial compressive test are performed. The filling ability and the compressive strength of the SCCs are investigated, and the axial compressive properties of the CFSTs are researched. The results show that the amount of polycarboxylate superplasticizer (PS) increases with the amount of GDS, and the addition of GDS decreases the 3d, 7d and 28d compressive strength of the SCCs. The optimum amount of GDS for SCCs and CFSTs is 30%. When the amount of GDS is 30%, the ultimate bearing capacity of CFST short column (GP3) is the highest, which is 33.6% higher than that of GP1 without GDS. The influence law of the GDS’s amount on the CFSTs’ ultimate bearing capacity is quite different from that of the GDS’s amount on the SCCs’ compressive strength. The ultimate bearing capacity of CFSTs can be significantly improved by adding GDS. Sodium sulfate can improve both the compressive strength of the SCC and the bearing capacity of the CFST.