Ultra-high performance concrete (UHPC) has many advantages such as high strength, good plasticity and toughness, and excellent durability. However, it is more likely to experience explosive spalling at high temperatures than ordinary concrete due to its low porosity. The ultra-high performance concrete-filled steel tubes (UHPCFSTs), where steel tubes are placed outside of UHPC to reduce its high-temperature spalling, could be an effective structural type to make full use of the advantages of both steel and UHPC. Most of the existing fire protection design codes for concrete-filled steel tube structures are based on ordinary concrete, and the performance and failure mechanisms of UHPCFSTs under high temperatures are still unclear. On this basis, an experimental study on the axial compressive performance of UHPC filled circular steel tube stub columns at constant elevated temperatures was carried out. The effects of temperature, steel tube thickness and coarse aggregate content on the compressive properties and failure modes of UHPCFST members were analysed. The results have shown that the UHPCFST mainly suffered from the overall pier coarse type and drum type failure modes. The failure characteristics were highly influenced by temperature magnitude, and 400℃ was the critical temperature where the structural performance change significantly beyond this point. The constraint effect of the steel tube on UHPC increased with the increase of thickness of steel tube, but it would be weakened with the increase of temperature or the coarse aggregate content. Finally, based on the average temperature method, a formula for calculating the ultimate load bearing capacity and equivalent stress–strain relationship of an UHPCTST stub column under a constant high temperature was proposed.