In order to study the mechanical properties of Recycled Aggregate Concrete-filled Square Steel Tubular (RACFSST) stub columns after fire exposure, a total of 37 specimens were exposed to heating temperatures and cooling phases (including natural cooling and water spray cooling), and the axial compression tests were subsequently conducted. The failure modes, axial load versus deformation curves, and residual bearing capacity of specimens with different cooling methods were obtained. The results show that all specimens suffered steel tube tearing and local buckling. The overall change law of the axial load versus displacement curves was significantly affected by the heating temperature and cooling method, whereas not obviously affected by the replacement ratio of RCA. Compared with natural cooling, the residual bearing capacity of specimens decreased after water spray cooling, with a maximum decrease of 38.17%. A simplified formula for calculating the residual bearing capacity which can take into account the influence of RAC ratio, heating temperature, and cooling method of reclaimed aggregate was proposed.