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Concrete is widely used with external confining devises such as fiber-reinforced polymer (FRP) tubes and steel tubes. Expansive concrete and steel fiber-reinforced expansive concrete has been proposed to prevent concrete shrinkage, and even to provide some pre-stresses in the confining devices so as to enhance confinement efficiency. However, the confinement mechanisms on expansive concrete and steel fiber-reinforced expansive concrete have not been fully understood yet. In this study, tri-axial compression tests were conducted to 52 concrete cubes with different expansive agent contents and steel fiber additions, in which 12 concrete cubes were under true tri-axial compression with different lateral confining pressures. It is found that concrete cubes under true tri-axial compression typically exhibited oblique shear failure, and their strength enhancements were limited by the magnitudes of minor principal stress. Furthermore, the effects of expansive agent content and steel fiber volume fraction on the axial stress-strain relationship were investigated. Results showed that the CaO-based expansive agent addition should be at least more than 4% to make a difference for the axial stress-strain curves. Concrete cubes with 8% expansive agent addition exhibited a steeper initial ascending slope, but the strength enhancements diminished with increasing confining pressures. Steel fiber addition could significantly enhance the peak axial stress (by 10–20%), and the enhancement effect became more prominent with increasing confining pressures. Therefore, the combined use of expansive agent and steel fiber has synergistic and complementary effects. Refereed/Peer-reviewed