Recently, the combination of sandwich structures and auxetic structures has been extensively researched, because of its excellent mechanical properties. However, there has been limited research on sandwich structures designed as cylindrical sandwich tubes. Therefore, this paper proposes a cylindrical sandwich tube filled with elliptical perforated auxetic structure (CSTE), and uses a cylindrical sandwich filled with double-arrowed auxetic structure (CSTD) as a comparison. The results indicate that CSTE exhibits superior energy absorption capacity and higher load-bearing capacity. Additionally, the elliptical perforated auxetic core layer alters the distribution of the original energy absorption contribution rate in CSTD. Moreover, parametric analysis is conducted using the experimentally validated model to investigate the influence of various parameters on the mechanical properties of CSTE. The results show that an increase in the hollow section ratio is most effective in increasing the stiffness of CSTE, and the radius thickness ratio plays a dominant role in the energy absorption capacity. Furthermore, when the ratio of the major and minor axis of an ellipse is 1.88, the energy absorption capacity of the CSTE is significantly enhanced. These findings can facilitate the application of cylindrical sandwich tubes in protective engineering.