Thin-walled centrically compressed members with non-symmetrical or mono-symmetrical cross-sections can buckle in a torsional-flexural buckling mode. Vlasov developed a system of governing differential equations of the stability of such member cases. Solving these coupled equations in an analytic way is only possible in simple cases. Therefore, Goľdenvejzer introduced an approximate method for the solution of this system to calculate the critical axial force of torsional-flexural buckling. Moreover, this can also be used in cases of members with various boundary conditions in bending and torsion. This approximate method for the calculation of critical force has been adopted into norms. Nowadays, we can also solve governing differential equations by numerical methods, such as the finite element method (FEM). Therefore, in this paper, the results of the approximate method and the FEM were compared to each other, while considering the FEM as a reference method. This comparison shows any discrepancies of the approximate method. Attention was also paid to when and why discrepancies occur. The approximate method can be used in practice by considering some simplifications, which ensure safe results.