To improve the axial performance of concrete-filled double-skin steel tubular (CFDST) stub columns, a novel thin-walled multi-cavity concrete-filled double-skin tubular (MCFDST) stub column is proposed and experimental investigations are performed to study the axial compressive behavior of MCFDST stub columns. Fifteen MCFDST stub columns and three CFDST stub columns are designed and fabricated. Four parameters considered in this study include concrete compressive strength (CCS), width-to-thickness ratio (WTR) of outer tube, hollow ratio (HR), and the presence of tension ribs. By analyzing the deformation, load-displacement curve, damage phenomenon,and ductility coefficient of stub columns, the ultimate bearing capacity,failure mode, and ductility performance are examined. The experimental results show that the bearing capacity increases by 46% while the ductility coefficient decreases by 74% when the CCS increases from 58 to 90 MPa. As the WTR decreases from 77 to 58, the bearing capacity increases by 12.5% and the ductility coefficient also increases obviously. The bearing capacity and ductility coefficient increase by only 1.3% and 1.0%,respectively,when the HR increases from 0.31 to 0.38. Significantly,the presence of tensile ribs increases the bearing capacity and ductility coefficient by 14.2% and 282%, respectively. Moreover, the effectiveness of numerical modeling method and the correctness of numerical model are verified using experimental data, and many finite element parameter analyses are carried out. The applicability of design methods in current specifications to the axial bearing capacity of this MCFDST stub column is discussed, indicating that the prediction formula in Japanese standard AIJ is suitable to estimate the axial compressive bearing capacity of MCFDST stub column.