With the increasing applications in the offshore industry such as oil and gas jackets, submarine pipelines and wind turbine foundations, concrete-filled double skin steel tubular (CFDST) structures are encountering the ever-increasing risk of threats to underwater explosions (UNDEX). This study presents a systematical investigation on the structural behaviors and design recommendations of the CFDST structures subjected to UNDEX loadings through finite element analysis (FEA) approaches. Finite element models have been developed, where the non-linear material properties of the constitutive steel and concrete parts and the composite actions in-between have been considered. The FEA models are verified against the experimentally determined shock wave pressure history, the deformation shapes, and the residual strength. The full-range analyses were firstly carried out on the structural responses of CFDST structures, including the typical damage patterns and residual strength of the specimen after UNDEX. Then, the parametric studies show that the cross-section hollow ratio, charge weight, and explosion distance play great roles in determining the residual strengths. Thereafter, damage indexes considering the parameter of the hollow ratio and the scaled explosion distance has been formulated, and design recommendations have been suggested accordingly.