This study investigates the effects of matrix shrinkage, fiber geometry, and loading rate on the pullout behavior of steel fibers embedded in ultra-high-performance concrete (UHPC). For varying the matrix shrinkage, different quantities of calcium sulfoaluminate-based (CSA) expansive agent (EA) were adopted, ranging from 0% to 8%. In addition, moderately and highly deformed, i.e., half-hooked (HH) and twisted (T), steel fibers were used along with three different loading rates ranging from 0.018 (static) to 793 mm/s (impact). The test results indicated that the addition of the CSA EA is effective in reducing the shrinkage strains of UHPC only when its quantity is greater than 6%. The addition of the CSA EA improved the static average bond strengths of all the HH- and T-fibers; however, its effectiveness on the pullout energy was only valid when these fibers were aligned. The addition of the CSA EA enhanced the dynamic bond strengths of HH- and T-fibers, and the improvement was more obvious in the T-fiber specimens than in the HH-fiber specimens and in the aligned fibers than in the inclined ones. However, its implication on the dynamic pullout energies of the HH- and T-fibers was ambiguous. Both the addition of the CSA EA and a faster loading rate increased the probability of rupture failure of the deformed steel fibers in UHPC. The loading rate sensitivity was the highest in the straight steel fiber in UHPC, followed by the HH- and T-fibers, respectively. Consequently, straight or moderately deformed steel fibers are recommended for use in reinforcing UHPC under extreme loads, such as impact and blast.