Between the modular units of the modular steel building, there exists a combination of the adjacent modular columns. Due to the gaps between the modular columns and the lack of horizontal connections, the integrity of the modular steel structure is weak, which limits the use of modular steel structures in high-rise buildings. This paper proposes a kind of modular combined column realized the connection of modular single columns through the connectors and concrete, which can improve the integrity of the modular steel building. The assembly process of this new modular combined column is described. For axial compressive performance tests, four modular combined column specimens were designed, each with different height or different number of connecting plates. The axial compressive bearing capacity, ductility, stiffness, and other mechanical parameters of the specimens were analyzed according to the phenomena and load-displacement curves of the test. Then, the axial compression failure mode of the modular combined column specimens is compared and analyzed in conjunction with the finite element model. The results indicate that the axial compressive performance and ductility of the combined column suggested in this research are exceptional. The connector can enhance the overall mechanical qualities of the combined column by augmenting the restraining impact of concrete. Finally, the theoretical equation of the axial compression bearing capacity of the modular combined column is obtained by employing the superposition principle, and the equation's reliability is confirmed, along with the test results and the results of the numerical analysis.