Thin-walled galvanized helical corrugated steel tubes (HCSTs) filled with concrete are promising composite members, consisting of concrete, an anti-corrosion shell, and a multifunctional exterior corrugated steel tube. To investigate the synergistic working mechanism of concrete-filled HCSTs (CFHCSTs), six specimens were designed for axial compression tests, with the inner diameter of the column and the volumetric steel ratios of the longitudinal reinforcement as the variation parameters. The results show that HCSTs can better confine the concrete core and increase its strength. The failure mode of HCSTs is significantly influenced by the column’s diameter, and those with a smaller diameter are prone to slide failure and lock seam tearing. The strains and stresses on HCSTs are discussed in detail to elucidate the confinement effect. This paper proposes a suitable design method to predict the ultimate axial compression load capacity of CFHCST columns based on early studies on steel tube-confined concrete.