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Today, the desired intelligent civil engineering structures urge the development of high-performance smart structural materials. Self-sensing ultra-high performance concrete (UHPC) emerged in 2014 based on the observation that the concrete structures rendered with randomly distributed conductive additives exhibit electromechanical effects under external loading, and the demand of UHPC from high-strength to sustainable, intelligent, and multifunctional. This smart structural material has since grown greatly and has been considered as one of the potential alternatives to ordinary self-sensing concrete. This paper presents a state-of-the-art review of self-sensing UHPC in terms of its raw materials, mixture design, manufacturing approaches, microstructural characteristics, mechanical properties, electrical resistivity, electromechanical properties, and applications, with a particular focus on stress-deformation/damage behaviour and changes in electrical conduction under external compression, tension, and bending. The novel uncertainties regarding electromechanical effects are thoroughly discussed from the perspective of the continuity of conductive network. Compared with ordinary self-sensing concrete, self-sensing UHPC exhibits significantly reduced porosity, exceptional strength, marginally lower stress/strain sensitivity, heightened damage sensitivity, insensitivity to humidity, and delayed cracking behaviour. In the end, this paper identifies research gaps, challenges, and recommendations in three aspects: (1) scale fabrication and cost control, (2) satisfactory and reliable properties, and (3) from smart structural materials to integrated components to civil engineering structures. [ABSTRACT FROM AUTHOR]