In order to improve the durability of steel beams and the bearing capacity of ultra-high performance concrete (UHPC) beams, an embedded steel-UHPC I-shaped (SRUHPC-I) composite beam structure is proposed in this paper. By using shear studs to cover the reinforced UHPC thin layer on the outer surface of I-steel, the bearing capacity and durability of the structure are synergistically enhanced. Through the bending performance test of four full-size SRUHPC-I composite beams, the bending failure mode of the test beams was analyzed. Based on the test results, the bending performance was evaluated and the finite element analysis was carried out. The results show that the test beams all show typical bending failure characteristics, which experience the elastic stage, the dispersion cracking stage, the yield stage and the failure stage in turn. The final failure mode is the yield of steel bars and steel plates in the tension zone and the collapse of UHPC in the compression zone. The structural deflection increases sharply. The steel plates and steel bars at the lower edge of the pure bending section yield, and then the UHPC at the upper flange collapses, giving full play to the high strength characteristics of UHPC and forming multiple vertical main cracks. Before the specimen yields, the section strain distribution conforms to the plane section assumption, and the finite element analysis results are in good agreement with the experimental results. Based on the elastic-plastic theory of materials and the nonlinear superposition analysis method of cross section, the bending analysis method of SRUHPC-I composite beam is established. In this method, UHPC and steel plate are analyzed separately as independent components. The average value of the ratio of the final calculated value to the experimental value is 0.96, which is in good agreement. The validity of the method is verified and can be used to predict the bending resistance of SRUHPC-I composite beams.