The large early autogenous shrinkage of ultra-high performance concrete (UHPC) will put the concrete at cracking risk, and adding natural porous active powders to stimulate the synergistic effect of pozzolan and internal curing can effectively reduce the shrinkage deformation and improve the volume stability of UHPC matrix. In this study, UHPC matrix was prepared by replacing cement with calcined diatomite in a certain volume fraction (3%, 6%, 9%), its macro performances such as fresh behaviors, mechanical properties, autogenous shrinkage, durability, and microscopic characteristics such as pore structure and microstructure were investigated. The results show that the incorporation of calcined diatomite significantly improves the mechanical properties and volume stability of UHPC matrix, and further enhances its durability. The pore structure of UHPC matrix with calcined diatomite is optimized, the porosity is reduced and the pore diameter is refined. The average Ca/Si ratio of C-S-H gel in UHPC matrix with calcined diatomite decreases, the proportion of C-S-H (I) increases, and the compactness of hydration products is improved. With the optimized design, the 56 d compressive strength of UHPC matrix increases by 9%, 56 d flexural strength increases by 18%, 7 d autogenous shrinkage decreases by 29%, 28 d rapid chloride ion migration coefficient decreases by 35%, and 28 d electric flux decreases by 27%.