This paper investigates for the first time the effect of blending hybrid steel-polypropylene fiber (SF-PF) and coarse aggregate (CA) on the stress–strain behavior of ultra-high performance concrete (UHPC) under uniaxial compression. The uniaxial compression tests of UHPC specimens were carried out for different SF-PF, CA dosages and PF aspect ratios. Results show that the addition of hybrid SF-PF not only helps build stronger interfaces in UHPC, but also alters the failure pattern. The single corporation of SF significantly enhances the toughness, while the compressive strength and elastic modulus are diminished due to the less strong and compact ‘skeleton’ structure composed of the cement unhydrated core and hydrated coating. The toughness can be further improved under larger PF aspect ratio for the higher PF utilization ratio in restraining micro-cracks’ growth. The inclusion of CA leads to an evident increase in both the strength and modulus attributed to the increasing packing density and stronger ‘skeleton’, but simultaneously reduces the deformability and toughness. PF could compensate for the adverse effects of CA on the toughness without sinking too much. Finally, a developed analytical model is presented for predicting the UHPC compressive stress–strain behavior considering the dosage of SF, PF and CA.