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Steel fibers are typically used in ultra-high performance concretes (UHPC) to impart flexural ductility and increase fracture toughness. However, the mechanical properties of the steel fibers are underutilized in UHPC, as evidenced by the fact that most of the steel fibers pull out of a UHPC matrix largely undamaged during tensile or flexural tests. This research aims to improve the bond between steel fibers and a UHPC matrix by using steel wool. The underlying mechanism for fiber-matrix bond improvement is the reinforcement of the matrix tunnel, surrounding the steel fibers, by steel wool. Single fiber pullout tests were performed to quantify the effect of steel wool content in UHPC on the fiber-matrix bond. Microscopic observations of pulled-out fibers were used to investigate the fiber-matrix interface. Compared to the control UHPC mixture with no steel wool, significant improvement in the flexural behavior was observed in the UHPC mixtures with steel wool. Thus, the addition of steel wool in steel fiber-reinforced UHPC provides multi-scale reinforcement that leads to significant improvement in fiber-matrix bond and mechanical properties of UHPC.