This study experimentally and analytically investigates the interfacial bond-slip behavior between square steel tubes and eolian-sand micro-expansive concrete for application in concrete-filled steel tube (CFST) structures in arid and semi-arid regions with natural sand scarcity. Sixteen push-out tests were performed on square CFST specimens, with width-to-thickness ratio, eolian-sand replacement ratio, and expansive-agent dosage as the main variables. The results show that the interfacial bond-slip evolution can be divided into three stages (OA-AB-BCD), and that reducing the width-to-thickness ratio increases the peak bond strength by up to 56.7%. An optimal eolian-sand replacement level of about 35% and expansive-agent dosages of 8%-12% were identified, which enhance bond performance through improved matrix densification and beneficial self-stress, whereas higher replacement levels and overdosed expansive agent lead to microcracking and bond degradation. A parameterized three-stage bond-slip constitutive model was proposed, with model parameters explicitly related to wall thickness, eolian-sand content, and expansive-agent dosage; the predicted curves agree well with the test results. The findings provide mechanistic insight and design guidance for CFST structures utilizing eolian-sand concrete.