Aluminum foam filled tubes are good energy-absorbing structures. In this study, integrated forming aluminum foam sandwich double tubes (IFAFSDTs) were fabricated utilizing an improved melt foaming method to achieve superior metallurgical bonding between foam core and inner/outer tubes, which is a critical advancement over traditional mechanically assembled counterparts. The preparation process, mechanical properties under axial impact, energy absorption capacity, and deformation failure mechanism of IFAFSDTs were investigated. Results indicate that holding temperature is crucial for the metallurgical bonding and the optimal holding temperature is 410 °C. The mechanical properties and energy absorption performance of IFAFSDTs under the optimal condition were investigated through drop-weight impact tests, with specific focusing on the effect of diameter ratio (R) and aspect ratio (L) of IFAFSDTs. IFAFSDTs with R of 0.35 and IFAFSDTs with L of 1.25 exhibit the highest energy absorption capacity at a specific strain, and sustain the peak crushing forces of 283 kN and 244 kN, respectively. During impact process, the outer tube undergoes an axisymmetric circular ring symmetric buckling mode, while the inner tube exhibits an asymmetric diamond mode. Energy absorption modes of aluminum foam core include pore structure deformation and collapse, grain deformation, and intergranular fracture. Due to the different extent of deformation in different regions of the aluminum foam core, the dominant energy absorption mode changes in each region and the microstructure after impact shows obvious differences.