In this paper, engineered cementitious composites (ECCs) were prepared with desert sand instead of ordinary sand, and the toughness properties of the ECCs were studied. The particle size of the desert sand was 0.075–0.3 mm, which is defined as ultrafine sand. The ordinary sand was sieved into one control group with a size of 0.075–0.3 mm and three other reference groups. Together with the desert sand group, a total of five groups of ECC specimens were created. Through a uniaxial tensile test, three-point bending test and single-seam tensile test on the ECC specimens, the influence of aggregate particle size and sand type on the ECC tensile strength, deformation capacity, initial crack strength, cement-matrix-fracture toughness, multiple cracking characteristics and strain-hardening properties were studied. The experimental results show that the 28d tensile strain of the four groups of the ordinary sand specimens was 8.13%, 4.37%, 4.51% and 4.23%, respectively, which exceeded 2% and satisfied the requirements for the minimum strain of the ECCs. It is easier to achieve the ECC strain hardening with sand with a fine particle size; thus, a particle size below 0.3 mm is preferred when preparing the ECCs to achieve a high toughness. The multiple cracking performance (MCP) and the pseudostrain hardening (PSH) of desert sand and ordinary sand with a 0.075–0.3 mm grain size were 2.88 and 2.33, and 8.76 and 8.17, respectively, all of which meet the strength criteria and energy criteria and have similar properties. The tensile strength and tensile deformation of the desert sand group were 4.97 MPa and 6.78%, respectively, and the deformation capacity and strain–strengthening performance were outstanding. It is verified that it is feasible to use desert sand instead of ordinary sand to prepare the ECCs.