The low temperature restricts the use of concrete in cold regions. As a building material since ancient times, the local ice might be a good substitute for concrete. In order to take full advantages of ice and to overcome its shortcomings, sawdust-reinforced ice-filled large rupture strain (LRS) fiber-reinforced polymer (FRP) tubular (SFLFT) column is innovatively developed in this paper, which holds great potential to serve as a compression member in cold areas. It is composed of an external LRS FRP tube filled with sawdust-reinforced ice. This paper presents an investigation on the axial compressive behavior of circular SFLFT short columns. A total of nine circular short columns, including three unconfined sawdust-reinforced ice specimens and six SFLFT specimens, were axially loaded to demonstrate the concept of the proposed novel columns. The main test variable was the number of FRP layers in the LRS FRP tubes. Test results indicated that the typical failure mode of SFLFT specimens is the hoop rupture of LRS FRP tubes near the mid-height region. The axial stress vs. strain responses of the LRS FRP-confined sawdust-reinforced ice exhibited an approximately bilinear shape. Both the compressive strength and the peak axial strain of the confined ice were approximately linearly increased with the increasing number of LRS FRP layers. A stress vs. strain model was proposed to evaluate the stress vs. strain response of confined sawdust-reinforced ice with reasonable accuracy.