Abstract: Existing modular steel structures primarily rely on the connections at the corner regions between modular units to achieve overall structural assembly. However, connecting only at the corners results in a lack of effective connection between modular unit columns, causing each column to bear loads independently, which leads to low overall load-bearing capacity and to high steel consumption. To address these issues, proposed is a self-locking dovetail inter-column connector (SLDICC) capable of enabling the cooperative load-bearing between modular unit columns, as well as a self-locking cooperative modular column (SLCMC) employing this connector. Axial compression tests were conducted on six modular column specimens, and the failure modes, load-bearing capacity, ductility, and strain distribution of the specimens were systematically analyzed. On this basis, numerical simulations were carried out to investigate the influence of the number and spacing of SLDICCs, as well as the slenderness ratio of the modular unit columns, on the axial compression capacity of the SLCMCs. The research results show that SLDICCs can effectively improve both the load-bearing capacity and the ductility of modular columns, and that the degree of improvement is positively correlated with the column slenderness ratio. Increasing the number of SLDICCs enhances the load-bearing capacity of the SLCMCs and improves the uniformity of internal force distribution among modular unit columns. When multiple SLDICCs are arranged between columns, the effect of connector spacing on the load-bearing capacity should be taken into consideration.