In this study, 13 typical wide-flange steel columns, each carrying an axial load equal to 25% of its axial capacity, are field tested using live explosives, involving charge size of 50 to 250 kg of ammonium nitrate/fuel oil (ANFO) and ground stand-off distance of 7.0 to 10.3 m. The reflected pressure time histories, time-dependent displacements, accelerations, and strains of the columns are measured, and their postblast damages and failure modes are reported. Maximum deformations, vibration periods, strain-rate, and contributing modes in the dynamic response of the columns are compared to those of companion steel beams (without axial load) tested in the same setup. Results show that columns that exhibit elastic response, due to the elongation of the column vibration period caused by the axial load, the lateral deformation caused by blast load is reduced rather than magnified by the axial load. The axial-bending interaction, or P-δ effect, may be neglected for steel columns with axial load up to 25% of their axial capacity, provided the column response remains within the elastic range—but if it crosses into the plastic range, the interaction cannot be ignored.