The 7-d compressive strength, 28-d compressive strength, 28-d uniaxial compressive strength, 28-d splitting tensile strength, 28-d flexural strength and stress–strain test of steel-polyvinyl alcohol fiber recycled coarse aggregate self-compacting concrete (SF–PVA–RCASCC) were carried out by orthogonal test method. It was shown that the incorporation of SF and PVA enhances the bearing capacity of the concrete. Six mechanical properties of SF–PVA–RCASCC, such as the 7-d compressive strength, were higher than those of the reference group, with the largest increases of 19.2%, 12.21%, 22.02%, 12.2%, 21.73% and 93.53%, respectively. The six mechanical properties of the SF–PVA–RCASCC were analyzed using a range analysis of variance, a factor-level analysis, and a correlation analysis of gray entropy. The optimal mixing ratio of SF–PVA–RCASCC is obtained, and the effect of the VS, VP and RR variation rules on the mechanical properties of SF–PVA–RCASCC is obtained. The established constitutive model of axial compression is highly accurate. The best mixture ratios for SF–PVA–RCASCC are 0.75vol% VS, 0.05vol% VP and 75 wt% RR. We performed nonlinear regression analysis on the six mechanical properties of SF–PVA–RCASC, and obtained regression equations with high accuracy. The results can provide a theoretical basis and technical support for the engineering application of SF–PVA–RCACSCC.