Attached lifting scaffold is a new type of scaffold developed rapidly in the early 21st century. In order to clarify its bearing performance and further reduce its self-weight, static loading tests were carried out on six frame sub-structures with protective mesh panels. On the basis of the principles of convenient assembly and effective load transfer, three types of connection modes, i.e., a type of pin connection and two types of bolt connection, between protective mesh panel and main frame structure were designed, and two loading conditions of unsynchronized lifting and overturning were simulated to perform static loading tests. The failure modes, ultimate resistances, and deformation capacities of specimens were analyzed, and the influence of connection mode and loading condition on the load-carrying capacities of specimens was investigated. The results show that protective mesh panel is an important part of frame sub-structure in the process of load transmission, and it exhibits a certain load-carrying capacity and plastic deformation capacity under different loading conditions; connection mode has a great impact on the stiffness of specimens and less impact on the load-carrying capacity owing to the different force mechanisms.