In this study, axial compression tests were performed on thirty ultra-high performance concrete-filled circular steel tube (UHPCFCST) stub columns after high-temperature exposure. Temperature, fiber type, and steel tube thickness were varied to examine the damage process, damage characteristics, load–strain curve, and load–displacement curve of the columns, as well as the effects of changing each parameter on the peak load of the UHPCFCST stub columns after high-temperature exposure. The test results reveal that the restraining effect of the steel tube prevented the core ultra-high performance concrete (UHPC) from bursting at high temperatures. The specimens remained unchanged in shape between 25 °C and 400 °C but showed significant damage at 600 °C. The ductility of specimens with either polypropylene fibers or a mix of polypropylene and steel fibers were better, and the increase in the thickness of the steel tube could prevent shear damage of the specimens. As the temperature increased, the ultimate resistance of the cross-section of the specimen tended to first increase and then decrease, with the curve gradually flattening. The ductility of the specimen was greater after 800 °C. In addition, a finite element model (FEM) of the behavior of UHPCFCST stub columns under axial compression after high-temperature exposure was established, and the stress development of the UHPC and steel tubes was analyzed. A material strength reduction factor was introduced to modify the existing method of calculating the axial compression resistance of cross-section after high-temperature exposure, and the results showed that it could be better predicted using superposition-based calculations.