A consistent asymptotic expansion multiscale formulation is presented for analysis of the heterogeneous column structure, which has three dimensional periodic reinforcements along the axial direction. The proposed formulation is based upon a new asymptotic expansion of the displacement field. This new multiscale displacement expansion has a three dimensional form, more specifically, it takes into account the axial periodic property but simultaneously keeps the cross section dimensions in the global scale. Thus, this formulation inherently reflects the characteristics of the column structure, i.e., the traction free condition on the circumferential surfaces. Subsequently, the global equilibrium problem and the local unit cell problem are consistently derived based upon the proposed asymptotic displacement field. It turns out that the global homogenized problem is the standard axial equilibrium equation, while the local unit cell problem is completely three dimensional which is subjected to the periodic boundary condition on axial surfaces as well as the traction free condition on circumferential surfaces of the unit cell. Thereafter, the variational formulation and finite element discretization of the unit cell problem are discussed. The effectiveness of the present formulation is illustrated by several numerical examples.