Ultra-massive white dwarfs (UMWDs) with masses larger than 1.05M(circle dot) are basically believed to harbour oxygen-neon (ONe) cores. Recently, Gaia data have revealed an enhancement of UMWDs on the Hertzsprung-Russell diagram (HRD), which indicates that an extra cooling delay mechanism such as crystallization and elemental sedimentation may exist in UMWDs. Further studies have suggested that some UMWDs should have experienced fairly long cooling delays, implying that they are carbon-oxygen (CO) WDs. However, the formation mechanism of these UMCOWDs is still under debate. In this work, we investigate whether the mergers of massive CO WDs with helium WDs (He WDs) can evolve to UMCOWDs. By employing the stellar evolution code MESA, we construct double WD merger remnants to investigate their final fates. We found that the post-merger evolution of the remnants is similar to R CrB stars. The helium burning of the He shell leads to mass growth of the CO core at a rate of 2.0 x 10(-6) -5.0 x 10(-6) M-circle dot yr(-1). The final CO WD mass is influenced by the wind mass-loss rate during the post-merger evolution, and cannot exceed about 1.2M(circle dot). Remnants with core masses larger than 1.2 M-circle dot will experience surface carbon ignition, which may finally end their lives as ONe WDs. The current results imply that at least some UMWDs that experience extra-long cooling delays may stem from the merging of CO WDs and He WDs.