A method of lengthening the steel tube of concrete-filled circular steel tube by inner lining tube and threaded connection is proposed. Taking the length, depth and position of the thread as the basic parameters, 12 hollow concrete-filled circular steel tube specimens connected by thread through inner lining tube are designed, and the axial compression test is carried out. The axial compressive loading-longitudinal compressive displacement curves, axial compressive loading -strain of steel tube curves and failure mode of the specimens are analyzed, and the effects of different parameters on the axial compressive bearing capacity and stiffness of the specimens are studied. The results show that the axial compressive loading-displacement curves of the specimen can be divided into linear elastic stage, elasto-plastic stage and descending stage. The bearing capacity and stiffness of the specimens connected by thread through inner lining tube are basically the same as those of the unconnected specimen or the specimen connected by weld. In the range of parameters studied of this paper, bearing capacity and stiffness of the specimens connected at end section by thread through inner lining tube are higher than those of the specimens connected at middle section by thread through inner lining tube, and the axial compressive bearing capacity and stiffness of the specimen increase with the increase of thread length and depth. Based on the comparison between the calculation results calculated by existing formulas of the axial compression bearing capacity of hollow concrete-filled circular steel tube and the test results of specimens connected by thread through inner lining tube, the calculation method of the bearing capacity of hollow concrete-filled circular steel tubes connected by thread through inner lining tube are suggested.