The compressive bearing capacity of the composite wall made of rice straw bale and cold-formed steel was studied. The composite wall of straw brick and cold-formed thin-walled steel with cement mortar as the protective layer was designed and manufactured. The axial compression test was carried out on the wall by the way of grading loading, the test results show that when the composite wall to reach the ultimate bearing capacity, wall body internal steel columns have been yielding, there are different degrees of cracks at the same time, the wall surface, the shorter edges on both sides of wall bulge, nearly steel side wall out-of-plane displacement is greater than the far away from the steel side walls. Also combines the specification of cold-formed thin-wall steel at home and abroad and the research on compressive bearing capacity of composite wall are discussed in this paper, it is concluded that straw bale as a wall inside filler can obviously improve the bearing capacity of steel column, and when the length coefficient 0.35 domestic specification is consistent with the test results of compressive bearing capacity of the higher the conclusion.