Compared with ordinary concrete, ultra-high performance concrete (UHPC) has excellent toughness and better impact resistance. Under high temperatures, the microstructure and mechanical properties of UHPC may seriously deteriorate. As such, we first explored the properties of UHPC with a designed 28-day compressive strength of 120 MPa or higher in the fresh mix phase, and measured its hardened mechanical properties at seven days. The test variables included: the type of cementing material and the mixing ratio (silica ash, ultra-fine silicon powder), the type of fiber (steel fiber, polypropylene fiber), and the fiber content (volume percentage). In addition to the UHPC of the experimental group, pure concrete was used as the control group in the experiment; no fiber or supplementary cementitious materials (silica ash, ultra-fine silicon powder) were added to enable comparison and discussion and analysis. Then, the UHPC-1 specimens of the experimental group were selected for further compressive, flexural, and splitting strength tests and SEM observations after exposure to different target temperatures in an electric furnace. The test results show that at room temperature, the 56-day compressive strength of the UHPC-1 mix was 155.8 MPa, which is higher than the >150 MPa general compressive strength requirement for ultra-high-performance concrete. The residual compressive strength, flexural strength, and splitting strength of the UHPC-1 specimen after exposure to 300, 400, and 500 °C did not decrease significantly, and even increased due to the drying effect of heating. However, when the temperature was 600 °C, spalling occurred, so the residual mechanical strength rapidly declined. SEM observations confirmed that polypropylene fibers melted at high temperatures, thereby forming other channels that helped to reduce the internal vapor pressure of the UHPC and maintain a certain residual strength.