•Blast tests were conducted on UHPC filled CFDST columns.•Numerical models were validated against blast test results.•Parametric studies were carried out by using the numerical models. In recent years, a large number of studies have been carried out to investigate behaviours of concrete filled double skin steel tube (CFDST) members due to its increasing popularity in the construction industry. This paper firstly presents an experimental study on ultra-high performance concrete filled double-skin tubes subjected to close-range blast loading with cross section being square for both inner and outer steel tubes. It is evident that the proposed CFDST column was able to withstand a large blast load without failure so that it has the potential to be used in high-value buildings as well as critical infrastructures. Then, to further investigate the behaviours of the proposed CFDST column, a number of parametric studies were carried out by using a numerical model which was developed and calibrated based on the data acquired from the blast test along with some laboratory tests. Parameters that affect the behaviours of concrete filled double skin steel tube (CFDST) members against blasts are characterised.