This study systematically investigated the mechanical properties of marine volcanic-scoria concrete (MVSC) under the coupled effects of the mix components. Six groups and 408 specimens were used, including four different experimental parameters: types of coarse and fine aggregates (volcanic-scoria aggregate and natural aggregate), types of mixing water (seawater and freshwater), and age (days 7, 14, and 28). The macro-mechanical properties, mechanism, and microstructure of MVSC were analysed using a novel test system, including an axial compression test, digital image correlation (DIC) method, and scanning-electron microscopy (SEM). Variations in the failure pattern, stress–strain curve, deformation field distribution, crack initiation, and propagation of MVSC were studied. Generally, the failure of MVSC is brittle compared to that of ordinary concrete (OC). The cubic compressive strengths of MVSC at day 7 and 14 were 82.7% and 91.7% of the cubic compressive strength at day 28, respectively. The splitting tensile strength of MVSC was 7.3% higher on average than that of OC. The mix components changed the strength of MVSC. Seawater and sea sand accelerated the development of compressive strength, volcanic-scoria fine, and coarse aggregates (VSFA and VSCA, respectively) enhanced the tensile strength. After using volcanic-scoria aggregates, the curvature of the concrete stress–strain curve decreased; however, the curve declined sharply after the peak stress (σmax). Compared with OC, the ductility of MVSC decreased by an average of 17.2%, whereas the peak strain increased by 6.9%. Furthermore, VSCA significantly changed the displacement distributions of the specimen, whereas the impacts of the mixing water and fine aggregate were small. The crack initiation and propagation of MVSC were different from those of OC; that is, microcracks first appeared in VSCA, and their characteristics propagated slowly before σmax. Finally, a theoretical model of the MVSC stress–strain curve involving the coupled impacts of the mix components was established, which can prompt the practical application of MVSC structures.