The influence of a combined curing composed of precuring in hot water and heating in dry air on mechanical properties and explosive spalling of ultra-high performance concrete (UHPC) subjected to high temperature was investigated in this experiment. Meanwhile, the microstructure of UHPC was determined by means of X-ray diffraction (XRD) with Rietveld method, thermogravimetric analysis (TGA), scanning electron microscope (SEM) and mercury intrusion porosimetry (MIP). The results indicate that the combined curing improves the mechanical properties of UHPC remarkably. More importantly, it is quite efficient to enhance the resistance of UHPC to explosive spalling under high temperature, which should be a novel approach to prohibit spalling occurrence, different from adding polypropylene fiber. During dry air heating in the combined curing, a high temperature steam environment is established in the dense structure framework of UHPC formed in the preceding hot water curing. Both further hydration of residual cement and pozzolanic reaction of mineral admixtures can be activated during the dry air heating, leading to not only the formation of a large amount of dense hydrates (such as C-S-H gels, katoite, tobermorite and xonotlite, etc.), which accumulate in the aforementioned existing framework, but also the consumption of most of internal free water. Therefore, both mechanical properties of UHPC and its resistance to explosive spalling under high temperature can be enhanced significantly.