Due to its low water-to-binder ratio and high content of cementitious materials, ultra-high performance concrete(UHPC) produces large autogenous shrinkage at early age, which easily causes shrinkage cracking of UHPC. Therefore, multi-scale MgO expansion agent and super absorbent polymer (SAP) internal curing material were mixed to solve this problem. The effects of multi-scale MgO expansion agent and internal curing material on mechanical, shrinkage and hydration characteristics of steam-free UHPC were investigated, and then the synergistic mechanism of mixing multi-scale expansion agent and internal curing material was revealed by SEM, XRD, MIP and TG-DTG microscopic methods. The results show that mixing multi-scale MgO expansion agent is more conducive to the development of mechanical properties of UHPC than single-scale MgO and nano MgO, and at the same time provides a stable expansion source for the whole process of hydration of UHPC system. On the basis of adding muti-scale expansion agent, the introduction of SAP can improve the working performance of UHPC, while further reducing the autogenous shrinkage of UHPC at early age. The research results can provide data support and theoretical guidance for solving the problem of large autogenous shrinkage in the early stage of UHPC.