The low water/binder ratio and high dosage of cementitious materials in ultra-high performance concrete (UHPC) result in a much higher autogenous shrinkage strain than ordinary concrete, which is an important reason for its cracking. The flowability, static mechanical property, and autogenous shrinkage of UHPC were experimentally studied. The results indicated that the MgO expansion agent has decreased slightly the flowability, compressive strength and flexural strength of UHPC. The autogenous shrinkage of UHPC decreased significantly with the content of the MgO expansion agent. Steel fibers could benefit autogenous shrinkage and mechanical performances of UHPC. The composite addition of steel fibers and MgO expansion agent into UHPC exhibited better static mechanical properties and shrinkage behavior.