Although Sugarcane bagasse ash (SCBA) has good cementitious property, previous researchers have primarily aimed to improve the mechanical performance of conventional concrete or cement-based composites. Research is lacking on ultra-high performance concrete (UHPC), especially regarding tensile self-sensing properties. This paper aimed to comprehensively evaluate the SCBA effect on the UHPC’s mechanical, electrical, and tensile self-sensing properties. The results showed that SCBA below the critical incorporation concentration (CIC) improved the UHPC’s mechanical properties compared to steel fibers alone. Furthermore, adding 3.0wt% SCBA remarkably enhanced the UHPC mechanical properties where the compressive, flexural, and tensile strengths increased by 13.1%, 17.4%, and 20.6%, respectively. The SCBA content of 0.3wt% achieved the maximum UHPC electrical resistivity since values smaller or greater than this content decreased the resistivity. The SCBA-enhanced UHPC showed better tensile stress-sensing performance than UHPC without SCBA due to improved linearity and reversibility, lower hysteresis, higher sensitivity, and superior repeatability. UHPC with 0.3wt% SCBA achieved the best linearity, while UHPC with 0.9wt% SCBA showed the highest sensitivity, lowest hysteresis, and best repeatability. Overall, the content of 0.9wt% SCBA is the best in improving the overall mechanical, electrical, and tensile self-sensing performance.