Tests on steel tubular columns of square, rectangular and circular section filled with normal and lightweight aggregate concrete were conducted to investigate the failure modes of such composite columns. Thirty-six full scale columns filled with lightweight and normal weight aggregate concrete, eighteen specimens for each, were tested under axial loads. Nine hollow steel sections of similar specimens were also tested and results were compared to those of filled sections. The test results were illustrated by a number of load-deflection and axial deformation curves. The results showed that both types of filled columns failed due to overall buckling, while hollow steel columns failed due to bulging at their ends (local buckling). According to the above-mentioned results, and due to low specific gravity and thermal conductivity of the lightweight concrete the further interest should be concentrated in replacing the normal concrete by the lightweight aggregate concrete.