In China, more and more buildings use assembled frame structures such as prefabricated autoclaved lightweight concrete wall panels used as the exterior wall. In structural design, these wall panels are usually considered non-structural components. However, in the event of an earthquake, the damage and collapse of these wall panels are likely to lead to casualties and economic losses. In addition to the damaged wall panels, the connection between the wall panels and the main structure is also an important factor affecting the seismic performance of the structure. The traditional connection between the wall panels and the frame can be easily damaged in an earthquake. The seismic performance of frame structures based on the new connections and the integrity of the lightweight, concrete-filled wall panels needs to be explored. To investigate the synergistic seismic performance of the wall panels and the steel frame structures, low cycle reciprocating load tests were carried out on the steel frames infilled with the lightweight concrete assembled wall panels. A new sliding joint was developed to connect the wall panels and the steel frames, and its performance was compared with the traditional hooking joints. The effect of lightweight concrete wall panels and their integrity on the seismic performance of the structures was investigated by analyzing the load-bearing capacity, hysteresis performance, stiffness, energy dissipation, and ductility of the specimens. The results show that extrusion cracking of the wall panel and buckling at the end of the frame columns are the ultimate damage modes of the filled wall panel steel frame structures. The synergy of the wall panels and the steel frame improves the load-bearing and deformation capacity of the structure as compared to a hollow frame. The structure with sliding joints is better in terms of load-bearing capacity, stiffness, and energy dissipation capacity. Enclosed by CFRP cloth, the enhanced integral wall panels can improve the ductility, stiffness, deformability, and energy dissipation capacity of the structure. It is suggested that the improved seismic performance of frame structures by the infilled wall panels should be considered in the design of prefabricated frame structures and that the wall panels and the frames should be connected by sliding joints. These experimental results can provide a reference for the seismic design of steel frame structures filled with lightweight concrete assembled wall panels.