A waterproofing membrane has an important role in a sprayed concrete lined (SCL) tunnel. In this study, the mechanical behaviour of an SCL with a sprayed waterproofing membrane was investigated by laboratory testing. Two different types of tests were performed to examine the behaviour at different parts of an SCL tunnel linings around a tunnel junction. A four-point bending test was conducted to investigate the behaviour of tunnel linings under a large bending moment, which would represent a section near the opening of a tunnel junction. An eccentric compression test was conducted to investigate the behaviour of tunnel linings under a large compressive axial force (hoop stress) and a relatively small bending moment, which would represent a section at the opposite side of the opening of a tunnel junction. Both test results indicate that an SCL with a sprayed waterproofing membrane behaved as a composite section with very limited slip at the interfaces. Designing the primary lining, the waterproofing membrane and the secondary lining of an SCL tunnel as a composite section could have significant practical implications including time and cost savings.