The primary objective of this work is to provide connection-level force-deformation response appropriate for standard cold-formed steel (CFS) framed steel sheet sheathed shear walls under cyclic loads. Common CFS framing designs increasingly are exploring thicker framing options so that walls can meet gravity demands, overturning demands, and seismic overstrength requirements. For the seismic performance of self-drilling screw-fastened steel sheet sheathed shear walls, the cyclic nonlinear response of the screw-fastened connection is particularly important and should incorporate the impact of shear buckling of the steel sheet on the strength and ductility of the connection. Minimal cyclic connection-level shear test data exist, especially for combinations of screw-fastened thin steel sheet and thick framing steel. A unique lap shear test following current test standards was proposed to elucidate and characterize the cyclic screw-fastened connection behavior. An asymmetric cyclic loading protocol was selected with a small displacement applied in the direction that buckles the thin steel sheet, followed by progressively larger displacements in the opposite direction. A total of 93 tests were conducted, and characterization of the observed cyclic connection response with a multilinear backbone curve appropriate for use in models is provided. Connection strength is sensitive to whether the thin steel sheet ply is buckling away from or toward the fastener head in some test series. Performance of the screw shear strength as per the standard’s provisions is evaluated. The work is intended to provide critical missing information for CFS framed steel sheet sheathed shear walls for use in both simulation and design.