In order to achieve a further understanding of the nonlinear behaviors and damage mechanism of concrete-filled steel tubular (CFST) piers, a new type of CFST column-to-cap beam connection was proposed. The proposed connections and corresponding traditional monolithic connections were tested under combined axial loading and lateral quasi-static loading. The connections with different casting methods, different CFST column embed length, different CFST tube yield strength were constructed. Their damage modes, hysteretic curves, ductile capacity and accumulation energy dissipating were studied compared with each other. Research results indicate that the CFST column-to-cap beam connections with replaceable components perform a good bonding capacity. The ductility and earthquake energy dissipating capacity of the proposed connection is better than that of the traditional monolithic connection. Furthermore, for those connections designed as endergonic members, steel tubes with low yield stress perform a better energy dissipating than that of steel tubes with high yield stress, which will decrease the cap beam's damage by a large extent.