A high-performance 3 Degree of Freedoms Dynamic Structural Testing System (3DOFs testing system) which is mainly built by MTS servo-hydraulic system was developed in this paper. Its prominent advantages are accurate control and comprehensive function. A two-loop feedback control strategy was indicated and extended to multiple actuators’ coupled control. To demonstrate the performance of the proposed testing system and control strategies, a full-scale steel column is considered. It is concluded that, by using the coupled control strategy, the testing system can perform perfectly in the quasi-static test, the vertical force can be kept constant, and shear-mode loading can be achieved simultaneously. Furthermore, by applying α-OS method in the hybrid test, it is proved that the 3DOFs testing system can accurately simulate the complex boundary conditions of column substructure, harmonious loading of multiple actuators can be successfully implemented. The results may promote other studies on multi-axial testing system.