MgO expansive agent (MEA) is an excellent admixture that can compensate for the shrinkage in bulk concrete. The effect of MEA with different activity levels on the pore structure evolution of ultra-high performance concrete (UHPC) paste from 1 d to 7 d was tested by mercury intrusion porosimetry (MIP), and the pore evolution mechanism was also analyzed with the aid of SEM and EDS. The results show that the highly active MEA with a smaller particle size is more conducive to widening the particle size distribution of UHPC and achieving the closest stacking of matrix. The porosity of UHPC paste increases with different activity of MEA at 1 d, but after 3 d, the porosity of UHPC paste at all curing ages decreases with the incorporation of MEA. The higher active the MEA is, the more significant the reduction is. The highly active MEA is more favorable to refining the pore size distribution of UHPC paste in range of 3～67 nm. The use of porosity and pore structure to evaluate the autogenous shrinkage of UHPC should take the effects of different curing ages into account. The higher the active MEA is, the more Mg(OH)2 crystals are produced, which reduces the porosity and refines the pore size distribution. In addition, the relative content of silica fume increases by internal doping method, which contributes to the seeding effect and pozzolanic effect, reducing the final porosity of UHPC matrix.