A novel type of traditional composite member-unbonded prestressed I-shaped steel encased in a UHPC (PSRUHPC) beam is proposed to reduce the brittleness of UHPC beams and improve their bearing capacity. A PSRUHPC beam, an unbonded prestressed UHPC (PRUHPC) beam, and an I-shape steel UHPC (SRUHPC) beam were manufactured, and their flexural static performances were assessed using a flexural comparison test. The test results reveal that the flexural process of the PSRUHPC beam is similar to that of ordinary reinforced concrete beams, and UHPC crushing in the compression zone is a sign of failure. Due to the bridge coupling effect of steel fiber, the crushed concrete still maintains good integrity without bursting, the UHPC in the tension zone remains functional after cracking, and the cracking inflection point of the load–deflection curve was not obvious. The PSRUHPC beam showed a significantly improved bearing capacity and flexural stiffness, its load–deflection curve exhibited significantly more energy consumption, and its bending ductility performance was improved, with better deformation properties. Compared with PRUHPC beams, PSRUHPC beams show a bearing capacity increase of 55.3%, a cracking load increase of 11.9%, and a displacement ductility coefficient increase of 76.2%. Compared with SRUHPC beams, PSRUHPC beams show a 15.4% increase in bearing capacity, a 50.2% increase in cracking load, and a 12.1% increase in displacement ductility coefficient. The application of prestress can significantly improve the stiffness of the beam prior to cracking. The cracking loads of prestressed ordinary concrete beams and steel-reinforced concrete beams account for 20–30% of their ultimate loads, which value was 40–50% for the tested beams. The change trend of strain in the section steel and UHPC is roughly the same at the same height, and the strains of the two deviated after most of the section steel yielded under tension, but they can generally work together. When the tested beams were cracked, multiple cracks appeared, which were fine and dense. The magnetic flux sensor cable force-monitoring system can better monitor the strand stress increment of unbonded prestressed steel UHPC beams, where the prestressed strand did not yield tension under the final state; the load–strand stress increment curve was basically the same as the load–deflection curve, and the stress increment of the unbonded steel strand positively correlated with the midspan deflection. Finite element simulation was used to verify the test results, and we determined the reinforcement ratios for non-prestressed and prestressed reinforcement, as well as the ratio of a steel-containing section, the effective prestress, the height of prestressed reinforcement, the position and strength of I-shaped steel, and whether or not the prestressed reinforcement was bonded. The effects of these parameters on the bearing capacity and displacement ductility coefficient of PSRUHPC beams were studied. The results can provide a reference for subsequent theoretical design calculations.