H-section steel columns serve as primary load-bearing members in steel frame structures. To determine their resistance function under close-in explosions, it is essential to identify different damage modes under various blast scenarios. In this study, LS-DYNA software was employed to establish a refined numerical model, considering H-section steel columns with fixed supports at both ends and slenderness ratios of 28.41, 56.82, and 99.43. Then their damage modes at both weak and strong-axis directions under scaled distances ranging from 0.2 to 0.8 m/kg1/3 were investigated. Based on the analysis, the following conclusions can be drawn: the damage modes of steel columns under close-in explosions include shear damage, flexure-shear combined damage, and pure flexure damage. The factors triggering these different modes are related to the slenderness ratio of columns, the scaled distance, and the orientation of the blast wave. For mid-span detonated explosions, slender columns (λ = 99.43) demonstrate superior blast resistance at small scaled distances (Z = 0.2 or 0.3 m/kg1/3), whereas stub columns (λ = 28.41) perform better at larger scaled distances (Z > 0.3 m/kg1/3). However, medium columns (λ = 56.82) exhibit inferior blast resistance at larger scaled distances, suggesting that the use of which is not recommended in blast-resistant designs of steel structures.