Some rigid polyurethane foam (RPUF) composites modified with microencapsulated red phosphorus (MRP), magnesium hydrate (Mg(OH)2), glass fiber (GF), and hollow glass bead (HGB) were prepared. The influence of the MRP, Mg(OH)2, GF, and HGB on the flame‐retardant, combustion, and mechanical properties of the filled RPUF composites was investigated. The results showed that the flame‐retardant and the combustion properties of the composites were obviously improved, the limiting oxygen index, half burning time and the residual mass/original mass ratio increased with increasing MRP/Mg(OH)2 weight fraction, especially in case of MRP/Mg(OH)2 weight fraction of 8 wt %; the carbon monoxide (CO) concentration decreased with increasing MRP/Mg(OH)2 weight fraction, When the composites were loaded appreciate content of the HGB and the GF, the maximum torque and compressive strength of the composites were improved. © 2018 Wiley Periodicals, Inc. J. Appl. Polym. Sci. 2018, 135, 46551.