This study aims to present a three dimensional finite element model to investigate the wave propagation in a concrete filled steel tubular column (CFSC) due to transient impact load. Both the concrete and steel are regarded as linear elastic material. The impact load is simulated by a semi sinusoidal impulse. Besides the CFSC models, a concrete column (CC) model is established for comparing under the same loading condition. The propagation characteristics of the transient waves in CFSC are analyzed in detail. The results show that at the intial stage of the wave propagation, the velocity waves in CFSC are almost the same as those in CC before they arrive at the steel tube. When the waves reach the column side, the velocity responses of CFSC are different from those of CC and the difference is more and more obvious as the waves travel down along the column shaft. The travel distance of the wave front in CFSC is farther than that in CC at the same time. For different wave speeds in steel and concrete material, the wave front in CFSC presents an arch shape, the apex of which locates at the center of the column. Differently, the wave front in CC presents a plane surface. Three dimensional effects on top of CFSC are obvious, therefore, the peak value and arrival time of incident wave crests have great difference at different locations in the radial direction. High-frequency waves on the waveforms are observed. The time difference between incident and reflected wave peaks decreases significantly with r/R when r/R < 0.6, however, it almost keeps constant when $r/R{geq}0.6$. The time duration between incident and reflected waves calculated by 3D FEM is approximately equal to that calculated by 1D wave theory when r/R is about 2/3.