Due to its low strength and high brittleness, lightweight aggregate concrete (LWAC) can mainly be used to fabricate non-load bearing structures. Wrapping LWAC with fiber-reinforced polymer (FRP) can effectively improve its mechanical properties, thereby allowing to realize a structural lightweight design. This study therefore aimed to investigate the effect of a FRP confinement on the mechanical properties of LWAC. Three types of coarse aggregate material, i.e., class 600 shale ceramsite, class 800 shale ceramsite and hollow sealed thin-wall steel balls, were selected to design the LWAC and compared in the experiments. After wrapping with three layers of FRP, the strengths of LWACs prepared from the three different materials were improved by a factor of 2.6, 2.1 and 5.4, respectively, whereas their ultimate deformations were improved by a factor of 33.4, 8.5 and 31.2, respectively. Meanwhile, the strength and stress-strain relation for the FRP-confined LWAC were obtained through axial compression tests. Models for the ultimate strength, the ultimate strain and the stress-strain relation of FRP-confined LWAC were successfully established, and a comparative analysis revealed that the predictions made using these models are very accurate. A numerical analysis of these models further showed that, for LWAC and normal concrete with the same strength and FRP confinement, the mechanical behavior was different and found to heavily depend on the FRP confinement aspect properties and the types of the light-weight aggregate.