Metro transit construction has begun to develop rapidly in northwest China because of the acceleration of urbanization. Accordingly, metro depots are also regarded as an essential auxiliary facility for stopping, operation, and maintenance of trains. Meanwhile, many commercial buildings are constructed over metro depots to improve the utilization rate of land due to the increasingly scarce urban land resources, known as transit-oriented development (TOD). These buildings have a large covered area and transfer concentrated loads to the bases. Therefore, pile bases under metro depots have the bearing characteristics of undertaking large concentrated loads, while lesser loads are placed on the soil between the adjacent pile bases. Additionally, the main ground in northwest China is collapsible loess, so the collapsibility should also be considered. Based on the above background, this research performed static loading tests with and without immersion in a reduced scale of adjacent pile bases under a metro depot in Xi’an. The remolding process of natural loess could destroy its structure and the anisotropy of natural loess could also affect the test results. Therefore, four kinds of artificial collapsible loess with different mass ratios of barite powder, kaolin, river sand, cement, industrial salt, and calcium oxide were made by the free-drop method. This method could make the artificial loess simulate the structure of natural loess reasonably. Then, the artificial loess with the most similar properties to intact loess was selected by comparison. Finally, static loading tests with this artificial loess were implemented. The results showed that the ultimate bearing capacity was 4.5 kN. At the same time, the axial force decreased along depth, since the pile shaft friction was positive, and the load sharing ratio of pile tip force increased to 0.58 when the load exceeded 4.5 kN in the situation without immersion; the settlement of pile bases increased significantly after immersion, while the negative shaft friction occurred at the depth of −8 cm~−35 cm, and the load sharing ratio of pile tip force reached 0.92.