The shear strength index values (cohesion and internal friction angle) are important data for the study of constitutive relationships and numerical simulation analysis of ultra-high performance concrete, which are crucial to revealing the reinforcement and toughening mechanism of steel fibers in ultra-high-performance concrete. The axial direction and radial direction stress-strain full curves data and stress circles of ultra-high performance concrete under each stress path were obtained via conventional triaxial compression experiment of ultra-high performance concrete with different steel fiber volume contents (i.e., 0%, 1%, 2% and 3%) at different confining pressures (i.e., 0, 10, 20, 40 MPa and 60 MPa). Based on the stress-strain full curve, the ultra-high performance concretes with different steel fiber contents have some rheumatic properties in the triaxial compression process, and the deformation properties and destruction modes change from brittleness to plasticity at a confining pressure of 40 MPa. The specific values of internal friction angle (φ) and adhesion (c) at different confining pressures of each steel fiber content ultra-high performance concrete were deduced from the stress circle data, and the changes of φ and c with the increase of steel fiber content and confining pressure were also analyzed. The results show that the cohesion increases with the increase of confining pressure, and the internal friction angle decreases with the increase of confining pressure at the same steel fiber content. The maximum cohesion and the minimum internal friction angle are achieved at the same confining pressure and a steel fiber volume content of 2%. The content of steel fiber has little effect on the internal friction angle at a certain confining pressure.