In recent years, with the breakthroughs in key technologies for the preparation and pumping of Ultra-High Performance Concrete (UHPC), the H-section steel-UHPC composite structures have been increasingly applied in large-scale engineering projects subjected to complex conditions such as heavy loads, strong earthquakes, and explosion impacts. To fully exploit the collaborative performance of steel and UHPC, the study investigated the effects of Ultra-High Performance Concrete (UHPC) strength, steel fiber volume fraction, the embedded length of the steel section, and loading schemes (monotonic and cyclic) on the interfacial bond performance using 18 H-section steel-UHPC composite specimens. Failure modes and crack development were analyzed through load-slip curves. The results indicated that concrete strength, steel fiber volume fraction, and the embedded length of the steel section significantly influenced both peak bond stress and residual bond stress. Meanwhile, the loading scheme had a smaller effect on peak bond stress but a more pronounced effect on residual bond stress. Under cyclic loading, peak bond stress decreased by 7% to 15% compared to monotonic loading, while residual bond stress decreased by 16% to 57%. Additionally, a formula was developed to characterize the bond strength between H-shaped steel and UHPC, considering different loading schemes. Finally, the bond composition of the interface was analyzed, establishing relationships between the interfacial chemical bond ratio and factors including steel embedded length, steel fiber volume fraction, and UHPC strength based on the experimental data.