This study presents a comprehensive investigation involving a series of experimental tests and finite element model (FEM) simulations conducted on a novel composite member subjected to bending, namely a concrete-encased concrete-filled double-skin steel tube (CECFDST) member. Comparative tests of composite performance were first conducted for a total of six specimens, including two CECFDST members, two hollow reinforced concrete (HRC) members, and two concrete-filled double-skin steel tube (CFDST) members. These tests aimed to explore the failure modes and performance of the CECFDST members under bending. The findings revealed that the CECFDST specimens exhibited good stiffness and bearing behavior, showcasing good cooperation between the components. Notably, they achieved a bearing capacity 8.1% higher than the combined value of the HRC and CFDST specimens. Then, an FEM was developed to analyze the flexural performance of CECFDST members, including the stress and constraint mechanisms, and its accuracy was verified. Furthermore, a systematic parametric analysis was carried out using the verified FEM to identify the key parameters influencing the bending performance and the composite effect. Finally, a simplified calculation method was developed to predict the flexural capacity of CECFDST members.