This paper presents a study on the pull-out behavior of the PBL shear connector and the PZ shaped composite dowel, a total of 15 specimens, by using a self-designed monotonic loading equipment, aimed to study the ultimate uplift capacity, initial crack load, failure pattern and strain states of the steel web during the loading progress, the influence of the hole size, depth of embedment and form of the shear connector were considered. Based on the results of the PBL shear connectors, the calculation formula for ultimate pull-out bearing capacity was established. The results showed that the enlargement of the hole size or embedment depth could lead to direct increase on the ultimate pull-out bearing capacity of these two shear connectors. Ceteris paribus, the PZ shaped dowel had bigger bearing capacity than the PBL one, also better fatigue property based on other researchers’ work, which could lead to further study on the mechanical property of the PZ shaped dowel with various geometric dimensions.