Terrorist activities, especially bomb attacks, have become more and more frequent in the past decades which put thousands of innocent lives in danger. The most common failure mode of structures subjected to blast loading is progressive collapse which is mainly resulted from the failure of load bearing columns. In this paper, finite element analysis tool, LS-DYNA is utilized to study the behaviours of ultra-high performance concrete filled double- skin steel tube (UHPCFDST) columns under blast loading. The numerical model is firstly validated against a series of laboratory and field tests and then used to derive pressure-impulse diagrams for UHPCFDST columns in terms of their residual axial load-carrying capacity after being subjected to blast loading. Different parameters are studied to investigate the effects of axial load ratio, steel tube thickness, column dimension and concrete strength on the pressure-impulse diagrams.