The durability of ultra-high performance concrete (UHPC) with initial micro-cracking subjected to coupled freeze-thaw and chloride salt (FT-CS) attacks was investigated. The initial micro-cracking was introduced under controlled condition in the laboratory by pre-tensioning the dog-bone specimens and unloading them at a target strain of 1500 με. The micro-cracked UHPC specimens were then submerged in a sodium chloride solution with the concentration of 4 wt% and subjected to freeze-thaw (F-T) cycles. The micro-cracked UHPCs exhibited excellent chloride penetration resistance as evidenced by the consistently low chloride ion concentration (generally less than 0.5%) and the limited penetration depth (not exceeding 6 mm) even after undergoing 300 cycles of the coupled FT-CS attacks. The tensile strength and compressive strength of the micro-cracked UHPC were improved by 28.0% and 18.3% at 200 F-T cycles, respectively. The improvement in the mechanical properties can be attributed to the self-healing effect which densified the fiber-matrix interface and the matrix. Secondary hydration and carbonation were confirmed quantitatively by thermogravimetric test and qualitatively by scanning electron microscopy test. However, the detrimental effects stemming from the coupled FT-CS attacks outweighed the beneficial effect of self-healing at 300 F-T cycles, resulting in a decline in mechanical performance.