In order to solve the problem of environmental pollution caused by coal gangue accumulation, it is a reasonable solution to use coal gangue as coarse aggregate in concrete for resource utilization with significant economic benefits. In this paper, coal gangue is used as coarse aggregate to prepare coal gangue concrete filled steel tube, and axial compression test is carried out. The design strength grade of coal gangue concrete is C40. The failure mode and failure mechanism of the component and the degree of improvement of the strength of the core concrete by the confinement of the steel tube are explored. The bond stress between the steel tube and the coal gangue concrete is studied according to the longitudinal strain distribution of the steel tube. The influence of different loading methods, diameter-thickness ratio and coal gangue replacement rate on the axial compression bearing capacity of the component was analyzed. The results indicate that loading mode A exhibits shear-type failure, while loading mode B shows waist-drum-type failure. The steel tube provides excellent lateral confinement for the coal gangue concrete. Under loading method A, the ultimate bearing capacity of specimens is higher than under loading mode B, but loading mode B significantly enhances the compressive strength of the core concrete. The primary factor influencing the ultimate bearing capacity of the coal gangue concrete filed steel tube is the replacement ratio. The steel tube coal gangue concrete effectively compensates for the low strength characteristic of coal gangue concrete.