Ultra-High Performance Concrete (UHPC) has garnered significant attention due to its exceptional strength, high toughness, and superior durability. At the meso-scale, UHPC is a multiphase composite material comprising fibers, aggregates, mortar, and pores. Its intricate internal structure leads to stochasticity in damage-cracking evolution and nonlinearity in macroscopic mechanical behaviour. Therefore, multiscale investigations of UHPC are critical to unravelling the relationships between constituent phases and macroscopic properties, as well as elucidating its complex damage and fracture mechanisms. This study conducts a three-dimensional stochastic mesoscale damage analysis of UHPC and coarse aggregate-incorporated UHPC (CA-UHPC) based on a cohesive crack model. Advanced methodologies are employed, including stochastic field theory to characterize mortar matrix heterogeneity, novel stochastic polyhedral aggregate generation, efficient insertion of three-dimensional zero-thickness cohesive interface elements, and spatial interference detection for fibers and aggregates. Representative numerical simulations demonstrate that the proposed framework effectively captures multiscale mechanisms such as interfacial cracking, fiber bridging, bending and pull-out behaviour, and mortar matrix crack propagation. The study further investigates the influence of fiber/aggregate content, fiber orientation, and matrix heterogeneity on fracture patterns, fiber stress distribution, and macro-scale mechanical responses. These findings establish a theoretical and data-driven foundation for advancing the understanding of UHPC’s multiscale mechanics, optimizing material design, and facilitating large-scale engineering applications.