In order to study the axial compressive mechanical behavior and stress mechanism of concrete-filled aluminum alloy circular tubular stub columns with in-built H-steel, the finite element models of this kind of specimens were established by ABAQUS. On the basis of finite element verification, the failure mode of specimens under axial compression was studied, the whole mechanical process analysis and contact pressure analysis of typical specimens were carried out, and the load distribution of each component of the section at different heights was studied. The variation law of contact pressure among each part of the specimens was summarized. The effects of concrete compressive strength, steel ratio, the wall thickness of aluminum alloy circular tube and section structure on the axial compressive mechanical behavior of the specimens were studied. The results show that aluminum alloy tube, concrete and H-steel show good combination effect under axial compression. Through parametric analysis, it is found that the transverse deformation of axial compressive stub columns increases with the increase of the cubic compressive strength of concrete, and the wall thickness of aluminum alloy circular tube has the greatest influence on the bearing capacity of axial compressive stub columns. It is concluded that the composite members of concrete-filled aluminum alloy circular tubular stub columns with in-built H-steel show strong bearing capacity and good resistance to deformation under axial compression.