The application of concrete is severely limited in construction in cold areas. However, the local ice has functioned as a potential substitute for concrete for a long time. In order to make efficient use of ice to overcome its weaknesses of low strength and poor ductility, an innovative type of ice-filled large rupture strain (LRS) fiber-reinforced polymer (FRP) tube column was developed. The system consists of external LRS FRP tubes filled with plain ice or sawdust-reinforced ice. This paper presents an experimental investigation into the axial compressive behavior of such composite stub columns with circular sections. The test results confirmed that the axial compressive behavior of the ice cores was greatly improved because of the LRS FRP confinement, as well as the addition of sawdust in ice. The axial stress–strain curves of the LRS FRP-confined ice exhibited monotonically ascending bilinear shapes. Both the compressive strength and the ultimate axial strain of the confined ice were significantly enhanced with an increase of the thickness of the LRS FRP tube. A theoretical model for the LRS FRP-confined ice is proposed, in which the dilation properties (i.e., lateral strain–axial strain relation), as well as the entire axial stress–strain responses of the inner ice cores, are explicitly modeled with reasonable accuracy.