Fibre-reinforced polymer (FRP)-confined concrete-encased cross-shaped steel columns (FCCSCs) are an emerging type of hybrid columns. In an FCCSC, the concrete is subjected to combined confinement from the steel section and the FRP tube, leading to an enhanced load capacity and excellent ductility of the column. While several recent experimental studies have demonstrated the excellent structural performance of FCCSCs, the complex confinement mechanism behind their structural behaviour has not been clarified or thoroughly examined. This paper presents a comprehensive study aiming to investigate the confinement mechanism of FCCSCs. In this paper, the experimental observations of FCCSCs are first summarized, followed by three-dimensional FE modelling of the columns. The FE models, after being verified against the test results in various aspects, are used for a systematic parametric study. In this study, the complex interaction between the three components of FCCSCs (i.e., FRP tube, steel section and concrete) is illustrated explicitly and the effects of key parameters (i.e., flange width, flange thickness, web thickness and FRP tube thickness) are examined separately and thoroughly, leading to an in-depth understanding of the confinement mechanism of FCCSCs. In particular, through the examination on the distribution of steel flange-to-concrete normal pressure, it is shown quantitatively that the variations of the dimensions of the steel section in a practically wide range have only marginal effects on its confinement to the concrete, while the increase of FRP tube thickness tends to reduce the confinement effect from the steel section.