The use of shotcrete or sprayed mortar is a common construction alternative to retrofit unreinforced brick masonry (URM), and extensive research has already been carried out in this area. However, most studies have been conducted on lateral strength, for example, eccentric compression or seismic forces. On the other hand, there are few studies about uniaxial compression, and the results of most studies confirm a strong relationship between the thickness of the retrofitting layer and whether it is a double-sided retrofitting section. However, most studies are exclusively experimental, with few samples, and lack numerical analysis; therefore, deeper research is required on this issue. In this sense, this paper combined experiments and finite element (FE) simulations to further study the uniaxial compression. A series of cyclic uniaxial compression experiments on URM retrofitting with sprayed mortar were performed. The experimental results were used to calibrate the FE model. Using these calibrated FE models, more variable parameters were run so that more reference results could be obtained. Moreover, the resulting damageable model of FE will be useful for studying the behavior in the inelastic phase. Results found that the compression strength of most composite walls retrofitted with sprayed mortar increases with the thickness of the sprayed layer and can improve the construction defects of the masonry itself. An over-thin sprayed layer reduces the range of the elastic phase of the composite wall. This phenomenon tends to stabilize with increasing thickness. The ultimate strength of the composite masonry is generally positively correlated with the overall increase in the thickness of the sprayed mortar but may cause a negative contribution to the ultimate strength of the composite masonry when the sprayed layer is too thin. The contribution of double-sided spraying to the ultimate strength of the composite wall was not as large as expected, but the contribution to the improvement of the elastic modulus of the wall was significant.