Ultra-high-performance concrete (UHPC) has greater mechanical and durability performance than normal concrete (NC). Using a limited dosage of UHPC on the external surface of NC to form a gradient structure could significantly improve the strength and corrosion resistance of the concrete structure and avoid the problems caused by bulk UHPC. In this work, white ultra-high-performance concrete (WUHPC) was selected as an external protection layer for normal concrete to construct the gradient structure. WUHPC of different strengths were prepared, and 27 gradient WUHPC-NC specimens with different WUHPC strengths and interval times of 0, 10, and 20 h were tested using splitting tensile strength to reveal the bonding properties. Fifteen prism gradient specimens with the size of 100 × 100 × 400 mm and a WUHPC ratio of 1:1, 1:3, and 1:4 were tested using the four-pointed bending method to study the bending performance of the gradient concrete with different WUHPC thicknesses. Finite element models with different WUHPC thicknesses were also built to simulate the cracking behaviors. The results showed that the bonding properties of WUHPC-NC were stronger with less interval time and reached the maximum of 1.5 MPa when the interval was 0 h. Moreover, the bond strength first increased and then decreased with the decline in the strength gap between WUHPC and NC. When the thickness ratios of WUHPC to NC were 1:4, 1:3, and 1:1, the flexural strength of the gradient concrete improved by 89.82%, 78.80%, and 83.31%, respectively. The major cracks rapidly propagated from the 2 cm position to the bottom of the mid-span, and the thickness of 1:4 was the most efficient design. The results simulated by finite element analysis also proved that the elastic strain at the crack propagating point was the minimum and was easier to crack. The simulated results were in good accordance with the experimental phenomenon.