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Faced with serious tensile–shear fracturing of anchor bolts and cables in deep roadways, it is of great significance to investigate Anchor Cable with C-shaped tube (ACC), a combined structure of a C-shaped tube and an anchor cable with high strength and shear resistance. The shear mechanical properties of the anchor cable and ACC are systematically investigated using the technical means of theoretical analysis and double-shear tests. The improved equipment for a double-shear test not only considers the initial normal stress but also ensures the continuity of the anchor cable’s axial force transmission while considering the influence of the inclination angle on the shear performance of supporting components. The research indicates that the C-shaped tube inhibits the occurrence of stress concentration near the joint surface and improves the stress state of the anchor cable, transforming its failure mode from tensile–shear failure to tensile failure. Compared with the anchor cable, ACC has a higher shear capacity, greater shear stiffness and better ductility in the shear direction. The shear capacity of ACC is higher when it is perpendicular to the joint plane than when inclined to 80°, and the shear capacity of the joint plane is linear with the initial normal stress. Two methods were proposed to contrast the shear capacity between the anchor cable and ACC, including the shear capacity of supporting components and the shear capacity of the joint surface. The former is to evaluate the shear capability of the anchor cable and ACC, while the latter is to evaluate the ability of the anchor cable and ACC to control the shear deformation of the joint surface. The tests results show that the average shear capacity of ACC is 279 kN higher than the anchor cable, with an average increase of 34.9%. The average shear capacity of the joint surface anchored by ACC is 306 kN higher than the anchor cable, with an average increase of 25.2%. ACC can effectively improve the shear capacity of the anchor cable in the free section and has wide application prospects.