The fatigue performance of ultra-high performance concrete containing coarse aggregate （UHPC（CA）） was investigated through the uniaxial compressive fatigue test. The fatigue failure pattern， fatigue deformation， fatigue life and fatigue strength of UHPC（CA） were studied. On this basis， the whole failure process of UHPC（CA） under fatigue load was analyzed， and the survival rate-stress level-fatigue life （p-S-N） equation was established based on the Weibull distribution. Results show that the fatigue failure pattern of UHPC（CA） is the shear failure with one or two main cracks. The fatigue failure surface of UHPC（CA） is composed of two zones， fatigue zone with obvious traces of repeated friction and crack propagation zone. Three stages are observed in the fatigue strain evolution curve， namely， micro-crack initiation and development stage， micro-crack stable development and macro-crack initiation stage， and macro-crack development stage. The monotonic stress-strain curve of UHPC（CA） can be used as an envelope of fatigue deformation only at high stress levels （S ≥ 0.8）. The fatigue strength of UHPC（CA） with 95% survival rate can be taken as 61.78 MPa， and the corresponding stress level is 0.520.