In recent years, the application of engineered cementitious composites (ECCs) in structures subjected to cyclic fatigue loading, such as highway bridges, has gained widespread attention. However, most existing ECCs do not have sufficient strength and ductility, which limits their applications, especially in highway bridge structures under high-stress. In this work, an ultra-high performance engineered cementitious composite (UHP-ECC) was configured, which had a compressive strength of approximately 120 MPa, a tensile strength of up to 12 MPa, and a tensile strain capacity of more than 8%. This paper presents a study of the fatigue performance of UHP-ECC at four different fatigue stress levels through the four-point bending test. The mid-span deflection of the specimen was monitored along with the crack opening displacement (COD) of the pure bending section at the bottom of the specimen, and the crack width. In addition, the dissipated energy was calculated at various stress levels. The progressive formation of cracks under static loading was monitored using the digital image correlation (DIC) technique. The fibers at the fractured surface of the specimens were observed and analyzed by environmental scanning electron microscopy, and the morphology of the fibers was obtained at different fatigue stress levels. Eventually, the fatigue life under different stress levels was obtained, and the relationship between the fatigue life and the stress level was established.