•We investigated the influence of high temperature on macro and micro morphology of CA-UHPC.•We investigated the influence of high temperature, coarse aggregates and steel fibers on thermal performance of CA-UHPC.•We proposed a simplified meso predictive model for high-temperature thermal properties of CA-UHPC. Ultra-high performance concrete (UHPC) exhibits superior mechanical and durability performance with very high compressive strength. Compared with ordinary concrete, it is more environmentally friendly and has the great potential to be a practical solution to improve the sustainability of infrastructure. This study focuses on examining thermal properties of UHPC with coarse aggregates (CA-UHPC) subjected to temperature ranged from 20 °C ∼ 900 °C, including changes in macro and micro morphology before and after high temperatures, thermal conductivity, mass loss, specific heat and thermal expansion. The effects of high temperature, coarse aggregate and steel fiber content on the thermal performance of the material will be evaluated both qualitatively and quantitatively. Experimental results show that high temperature greatly affects thermal properties of CA-UHPC. Coarse aggregates also have a considerable influence on the thermal properties. Steel fibers, however, have little effect on the thermal properties. Based on the test results, meso calculation formulas are proposed to predict the thermal properties, which can be used in the design of structural components made of CA-UHPC.