In this paper iron tailing sand (TS) are used as aggerate to develop ultra high-performance concrete (UHPC). The mix proportion of UHPC is designed and TS were added by 25%, 50%, 75% and 100% (wt.%, i.e., weight percentage) to replace natural river sand. Firstly, the influence of TS on the slurry behavior was carried out. The experimental result indicates that with the continuously increasing content of TS, the workability of slurry decreases, while the air content increases. Considering the workability, the optimal replacing dosage of TS should be less than 50%. Then, tests for the hardened specimens were taken. The compressive behavior and micro-porosity deteriorate with increasing content of TS, and the compressive strength had a positive linear relationship with the workability, which indicated that the decline the compressive behavior is mainly due to the loss of flowability. Finally, autogenous shrinkages of UHPC with different TS dosage were also tested. At the same time, the micro-structure of specimens was discussed, which was deteriorate with the increasing dosage of TS. Therefore, comprehensively considering the compressive behavior, micro-structure and shrinkage behavior, as much as 50% of the aggregate could be replaced by TS when developing UHPC.