Four types of concrete-filled double steel tubular (CFDST) columns were introduced in this paper, which had the advantage of higher bearing capacity, stronger stiffness, and better fire-resistant and explosion-resistant performance. To research a reasonable form of beam-column connection is the top priority in CFDST frame structures. After a brief historical background concerning the development of CFDST columns, this study conducted an investigation and comparison of several existing beam-column connections. The constructional detail and force transfer mechanism of each beam-column connection were analyzed according to the present research achievements. Several finite element models were established to discuss the various connection configurations and main factors affecting their behaviors. In general, connection design can take full advantage of the characteristic of double tubes in CFDST structure, so a series of construction improvements for joint design parameters in CFDST frame structures was proposed to improve the seismic performance and the relevant study for the future work was also discussed.