This study conducts experimental, numerical and theoretical analyses on the axial load resistance of a novel ultra-high performance fiber reinforced concrete (UHPFRC) grouted square hollow section (SHS) tube sleeve connection. The experimental study tests ten full-scale specimens with varying shear key spacings, grout thicknesses, grout lengths and volume proportions of steel fiber in the UHPFRC. Two types of failure modes are observed: (1) for the connection with high strength of the grouted part, the failure mode is fracture of the inner tube; (2) for the connection with lower strength of the grouted part, the failure mode is grout shear crushing with significant bond-slip between grout and steel tube. To further understand the load transfer mechanism of the connection, an advanced 3D nonlinear FE model is built to simulate the axial load-displacement behavior, state of stress and strain, as well as crack development of the grout. Based on the test and FE results, a new theoretical model is derived to predict the axial load resistance of the connection. The proposed model has considered the effect of section shape and material parameters, and is applicable to UHPFRC grouted SHS tube sleeve connection with different corner radii. The validations against the test results show that the new model can provide reasonably effective and accurate predictions to the axial load resistance of the novel grouted sleeve connection subjected to tension.