When steel plate-masonry composite structure used in the existing masonry structure with load bearing walls is removed for a large space, composite action should be considered between the beam and the supported masonry wall due to the arch effect formed in the supported wall. In order to investigate the working mechanism, failure mode, and load-carrying capacity, strain distribution in critical sections and mid-span defcection of this type of composite wall-beam, five steel plate-masonry wall-beams were tested under concentrated loads and analyzed, which considered variables of height-span-ratio of supported masonry wall, height-span-ratio of composite beam and thickness of steel plate. The results show that steel plate-masonry composite wall-beam starts failure from the masonry located at the line between loading point and supporting point; strain distribution of steel plate along section height meets the plane section assumption; the height-span-ratio of supported wall can directly influence the failure mode of masonry wall, buckling load corresponding to steel plate experiencing local buckling and ultimate load of tested specimens; the reasonable height of supported masonry wall is beneficial to the formation of composite action between supported masonry wall and composite beam, and the excessive high masonry wall will reduce the ultimate load of the tested specimen. Finally, the reasonable range for height-span-ratio of supported masonry wall was presented, and the proposed value representing the flexural stiffness of the steel plate-composite beam relative to the in-plane stiffness of the supported masonry wall was at least more than 79.