(1) Background: Small objects in Unmanned Aerial Vehicle (UAV) images are often scattered throughout various regions of the image, such as the corners, and may be blocked by larger objects, as well as susceptible to image noise. Moreover, due to their small size, these objects occupy a limited area in the image, resulting in a scarcity of effective features for detection. (2) Methods: To address the detection of small objects in UAV imagery, we introduce a novel algorithm called High-Resolution Feature Pyramid Network Mamba-Based YOLO (HRMamba-YOLO). This algorithm leverages the strengths of a High-Resolution Network (HRNet), EfficientVMamba, and YOLOv8, integrating a Double Spatial Pyramid Pooling (Double SPP) module, an Efficient Mamba Module (EMM), and a Fusion Mamba Module (FMM) to enhance feature extraction and capture contextual information. Additionally, a new Multi-Scale Feature Fusion Network, High-Resolution Feature Pyramid Network (HRFPN), and FMM improved feature interactions and enhanced the performance of small object detection. (3) Results: For the VisDroneDET dataset, the proposed algorithm achieved a 4.4% higher Mean Average Precision (mAP) compared to YOLOv8-m. The experimental results showed that HRMamba achieved a mAP of 37.1%, surpassing YOLOv8-m by 3.8% (Dota1.5 dataset). For the UCAS_AOD dataset and the DIOR dataset, our model had a mAP 1.5% and 0.3% higher than the YOLOv8-m model, respectively. To be fair, all the models were trained without a pre-trained model. (4) Conclusions: This study not only highlights the exceptional performance and efficiency of HRMamba-YOLO in small object detection tasks but also provides innovative solutions and valuable insights for future research.