Ultra-high performance concrete (UHPC) has been accepted rapidly attributed to its superior mechanical performance and the split Hopkinson pressure bar (SHPB) is being widely utilized to evaluate the dynamic compressive properties of UHPC. Numerous studies have been performed on the dynamic behaviour of UHPC, however, a systematic summary and analysis on the dynamic compressive properties of UHPC tested by SHPB is still missing. The review starts by introducing the advantages, deficiencies and improvement methods of SHPB system. Dynamic compressive properties including dynamic compressive strength, peak strain, stress-strain relationship and dynamic elastic modulus are analyzed. The effects of steel fiber (content, type, orientations and hybrid), temperature condition, coarse aggregate, nanomaterials, size effect and loading rate on the dynamic characteristics of UHPC are comprehensively discussed. Dynamic increase factor, energy absorption characteristics and their models are summarized. Then, the dynamic constitutive model and the dynamic failure pattern are evaluated. Based on the analysis, prediction models of dynamic strength and energy absorption are proposed by considering the strain rate and volume of steel fiber, further, a new failure mechanism of UHPC under different strain rates is proposed. Finally, the topics requiring further study are highlighted. It is expected that this paper can provide references for prospective research on dynamic characteristics of UHPC.