Abstract: In the modular steel structure infilled with cold-formed steel wall (MSS-CFSW), the overturning moment is mainly borne by the steel frame. To simplify the configuration of hold-downs, a novel anti-overturning method for the infilled CFSW was proposed. Taking into account the two scenarios of four-sided and two-sided connection between the CFSW and steel frame, low-cycle repeating loading tests were conducted on two single-frame specimens of the MSS-CFSW structure that utilized the novel anti-overturning method. The test results were then compared with those obtained from specimens equipped with hold-downs. The single-frame of the MSS-CFSW structure with the novel anti-overturning method can effectively prevent wall overturning failure. The shear capacity and lateral stiffness vary by −6.7% to 0.7% and −0.7% to 19.6%, respectively, while the ductility coefficient increases by 1.7% to 48.1%. Additionally, this novel anti-overturning method does not affect energy dissipation capacity. Therefore, it is feasible to employ multiple self-drilling screws as the new anti-overturning connection method for the infilled CFSW. Through numerical simulation, the forces and their distribution on the multiple self-drilling screws connections were obtained, and relevant design methods were proposed. The novel anti-overturning method in the specimens was verified, indicating the feasibility of this design method.