Concrete has low porosity and compact microstructure, and thus can be vulnerable to high temperature, and the increasing application of various types of supplementary cementitious materials (SCMs) in concrete makes its high-temperature resistant behavior more complex. In this study, we investigate the effects of four formulations with typical SCMs combinations of fly ash (FA), ultra-fine fly ash (UFFA) and metakaolin (MK), and study the effects of SCMs combinations on the thermal performance, microstructure, and the crystalline and amorphous phases evolution of concrete subjected to high temperatures. The experimental results showed that at 400 °C, with the addition of 20% FA (wt %), the thermal conductivity of the sample slightly increased to 1.5 W/(m·K). Replacing FA with UFFA can further increase the thermal conductivity to 1.7 W/(m·K). Thermal conductivity of concrete slightly increased at 400 °C and significantly reduced at 800 °C. Further, combined usage of SCMs delayed and reduced micro-cracks of concrete subjected to high temperatures. This study demonstrates the potential of combining the usage of SCMs to promote the high-temperature performance of concrete and explains the micro-mechanism of concrete containing SCMs at high temperatures.