Most thin-walled sections exhibit elastic-softening moment–rotation characteristics in bending, and therefore the elastic analysis/design method is usually recommended for continuous beams with this type of section. A more economical design approach, the pseudo-plastic design method, has been proposed to allow for the development of moment redistribution in the system. To facilitate this design method, pseudo-plastic moment resistance (PPMR) at the internal supports is required. This paper reports an experimental study of the structural performance of continuous beams with cold-formed sigma sections near the internal supports, based on which the PPMR was derived. To this end, only the part of the beam carrying a hogging moment near one of the internal supports was specifically studied. It was represented with a simply supported beam subjected to a central point load. The simple supports were placed at inflexion points and the concentrated load was a representation of the reaction. Research results include the behaviours of initial buckling, post-buckling and post-failure of sigma beams near the internal supports, the ultimate moment resistance under combined bending and shear, and the moment–rotation relationship. Four typical localised collapse patterns have been established and defined. The results of ultimate moment resistance obtained were compared with the theoretical predictions by using two codified methods, namely, the effective width method (EWM) and the direct strength method (DSM). Lastly, a semi-empirical approach has been proposed to find the pseudo-plastic moment resistance at the internal supports.