High-energy photons may oscillate with axion-like particles (ALPs) when they propagate through the Milky Way's magnetic field, resulting in an alteration in the observed photon energy spectrum. The ultra-high energy gamma-ray spectra, measured by the Large High Altitude Air Shower Observatory (LHAASO) up to $\mathcal{O}(1)~\mathrm{PeV}$, provide a promising opportunity to investigate the ALP-photon oscillation effect. In this study, we utilize the gamma-ray spectra of four Galactic sources measured by LHAASO, including the Crab Nebula, LHAASO J2226+6057, LHAASO J1908+0621, and LHAASO J1825-1326, to explore this effect. We employ the $\rm CL_s$ method to set constraints on the ALP parameters. Combing the observations of the four sources, our analysis reveals that the ALP-photon coupling $g_{a\gamma}$ is constrained to be smaller than $1.4\times10^{-10}$ ${\rm GeV}^{-1}$ for the ALP mass of $\sim 4\times10^{-7} ~\mathrm{eV}$ at the 95\% C.L. By combing the observations of the Crab Nebula from LHAASO and other experiments, we find that the ALP-photon coupling could be set to be about $7.5\times10^{-11}$ ${\rm GeV}^{-1}$ for the ALP mass $\sim 4 \times10^{-7}~\mathrm{eV}$ , which is in close proximity to the CAST constraint.