Ultra-high performance concrete (UHPC) integrates cutting-edge nano-additives, fibers and cementitious materials, which is a representative heterogeneous material and exhibits distinctive multi-scale structural characteristics. With remarkable durability and mechanical properties, lower embodied energy and diminished carbon emissions compared to conventional concrete, the application of UHPC aligns with the principles of sustainable development. To accelerate these advances, researchers of construction materials have incorporated a multiscale perspective into UHPC studies. From the perspective of sustainability, we evaluate the latest advances in the design, application and innovation of UHPC under multiscale perspective. Based on the fundamentals of fiber-reinforced UHPC, we discuss why and how could multiscale mechanics research, including analytical and modeling methods helps the advances of its sustainability, emphasizing the ecological considerations of UHPC in the practical applications. Then we summarize the challenges and perspectives in the design, production and construction of UHPC materials and structures. Based on advances in multiscale mechanics, a bright future can be envisioned where sustainable UHPC is applied globally, led by additive manufacturing and artificial intelligence.