With ordinary Portland cement, fly ash, silicon powder, admixture and ultrafine copper-plated steel fibers with a diameter of 0.12 mm as raw materials, this paper studies the mechanical properties of ultrafine copper-plated steel fiber reinforced cementitious composite as well as their relationships. 14 groups of cube specimens, prism specimens and tensile test specimens were designed, fabricated and tested to obtain the mechanical properties of ultrafine copper-plated steel fiber reinforced cementitious composite; test specimens’ failure characteristics, contour plots of strains, increasing rules of cube compressive strength, prism compressive strength and tensile strength, as well as relationships among prism compressive strength, tensile strength and cube compressive strength were analyzed and studied at different fiber dosages, and corresponding mathematical models were established; the results indicate that, fiber dosage has the most significant impact on tensile strength increase of cementitious composite; the ratio of prism compressive strength over cube compressive strength is not correlated with fiber dosage; and the ratio of tensile strength to cube compressive strength is a linear function of fiber dosage. The research result is of important reference to design and application of ultrafine copper-plated steel fiber reinforced composite.