Experimental, numerical, and theoretical analyses were conducted of the axial load resistance of a novel ultrahigh-performance fiber-reinforced concrete (UHPFRC) grouted square hollow section (SHS) tube sleeve connection. The experimental study tested 10 full-scale specimens with varying shear key spacings, grout thicknesses, grout lengths, and volume proportions of steel fiber in the UHPFRC. Two types of failure modes were observed: (1) for the connection with high strength of the grouted part, the failure mode was fracture of the inner tube; and (2) for the connection with lower strength of the grouted part, the failure mode was grout shear crushing with significant bond-slip between grout and steel tube. To understand further the load transfer mechanism of the connection, an advanced three-dimensional (3D) nonlinear finite-element (FE) model was built to simulate the axial load-displacement behavior, state of stress and strain, and crack development of the grout. Based on the test and FE results, a new theoretical model was derived to predict the axial-load resistance of the connection. The proposed model considers the effect of section shape and material parameters, and is applicable to UHPFRC grouted SHS tube sleeve connection with different corner radii. Validation versus the test results showed that the new model can provide reasonably effective and accurate predictions of the axial-load resistance of the novel grouted sleeve connection subjected to tension.