In order to investigate the seismic performance of reinforced concrete shear walls under multi-dimensional loading mode and its effect on performance improvement, an embedded optimized steel plate-reinforced concrete composite shear wall is proposed. Based on the design principle that the shear wall could adequately bear multi-dimensional loading and the embedded steel plate could reach the full stress state, the X-shaped optimized steel plate (for in-plane loading mode) and the triangular optimized steel plate (for out-of-plane loading mode) are determined using different optimization methods. The combination scheme of these two plates is utilized in the oblique loading mode. Quasi-static loading tests are conducted on eight typical shear wall specimens, and performance parameters such as hysteresis curve, skeleton curve, ductility, stiffness degradation, strain evolution, and damage evaluation of the specimens are compared and analyzed. In addition, variable parameter analysis is performed using finite element software to compare the strain distribution state of each steel plate. The results indicate that the embedded optimized steel plate-reinforced concrete composite shear wall structure exhibits higher bearing capacity, greater deformation capacity, and superior energy dissipation capacity under different loading angles compared to the tradition reinforced concrete shear walls. This composite structure can provide greater lateral stiffness, and the optimized steel plate can reach the full stress state at all loading angles, effectively reducing the damage of steel bars and concrete. These findings offer a foundation for the study of seismic performance and performance improvement methods for shear wall structures under multi-dimensional earthquake action.