In order to improve the shear bearing capacity and lateral stiffness of C-shaped cold-formed thin-walled steel structure，a new type of Z-shaped cold-formed thin-walled steel grouting wall with intermediate support is proposed. Based on cyclic loading experiment，the wall model is established by ABAQUS finite element software. Then，the accuracy of the model is verified through three aspects，namely，the wall failure characteristics，load-displacement curve and the maximum shear bearing capacity of the wall. The influence of Z-shaped diagonal brace，steel thickness，transverse brace and vertical load on the shear performance of the wall is analyzed. The results show that the shear bearing capacity of the wall is mainly provided by three parts: Z-shaped diagonal brace，filler material and inner wall panel；the wall panel，filler material and steel frame are mutually constrained and work together; Z-shaped diagonal brace can effectively improve the shear bearing capacity of the wall，which is especially obvious in the empty frame wall; with the increase of steel thickness，the shear bearing capacity of the wall gradually increases，but the influence decreases with increase of the steel thickness; the transverse keel and vertical load have little influence on the shear bearing capacity of the wall; with the increase of vertical load，the shear bearing capacity of the wall reduces，but the reduce range is small; the shear bearing capacity calculation formula that is applicable to the new type of cold-formed thin-walled steel grouting wall with intermediate support is deduced，and the key points of the wall structure are put forward.