In this work, the axial compression tests of circular concrete-filled double skin steel tube (CFDST) stub columns and CFRP-confined CFDST (CFRP-CFDST) stub columns were carried out. The influences of concrete strength, the number of CFRP layers on the axial compression performance of CFRP-confined CFDST stub columns were investigated. The typical failure modes, the load-displacement curves and load-strain curves of CFDST stub columns and CFRP-confined CFDST stub columns were obtained. The test results show that the ultimate bearing capacity of CFRP-confined CFDST specimens is significantly improved compared with that of CFDST specimens. And the more layers of CFRP, the higher the ultimate bearing capacity of CFST stub columns. Finally, the calculation formula of the minimum wall thickness of the inner steel tube to avoid the buckling failure of the inner steel tube prior to that of the outer steel tube is given. And a calculation formula of the ultimate bearing capacity of CFRP-confined CFDST stub columns under axial compression is proposed. The prediction results of the presented calculation method agree well with the experimental results.