Ultra-High Performance Concrete (UHPC) is an innovative new material that, in comparison to conventional concretes, has high compressive strength and excellent ductility properties achieved through the addition of randomly dispersed short fibers to the concrete mix. This study presents the results of an experimental investigation on the behavior of axially loaded UHPC short circular columns wrapped with Carbon-FRP (CFRP), Glass-FRP (GFRP), and Aramid-FRP (AFRP) sheets. Six plain and 36 different types of FRP-wrapped UHPC columns with a diameter of 100 mm and a length of 200 mm were tested under monotonic axial compression. To predict the ultimate strength of the FRP-wrapped UHPC columns, a simple confinement model is presented and compared with four selected confinement models from the literature that have been developed for low and normal strength concrete columns. The results show that the FRP sheets can significantly enhance the ultimate strength and strain capacity of the UHPC columns. The average greatest increase in the ultimate strength and strain for the CFRP- and GFRP-wrapped UHPC columns was 48% and 128%, respectively, compared to that of their unconfined counterparts. All the selected confinement models overestimated the ultimate strength of the FRP-wrapped UHPC columns.