In this study, the feasibility of utilizing calcined petroleum coke (CPC) as a conductive filler was investigated. A method to develop self-sensing high-performance ultra-lightweight engineered cementitious composites (ULW-ECCs) using fly ash cenospheres and CPC was proposed. The developed ULW-ECCs has a density less than 1500 kg/m3, compressive strength of 75 MPa and tensile strain capacity greater than 8%. The electromechanical properties of the ULW-ECCs were evaluated under cyclic and monotonic loading. The evaluation criteria included compression, tension, and flexure. Self-sensing of flexural damage in ULW-ECCs beams was verified by measuring the volume and surface impedance. In addition, the polarization effect and electrical conductivity stability (under different temperatures, water contents of the matrix, and testing methods) were examined. The experimental results revealed that: the mechanical properties of the ULW-ECCs can be increased without sacrificing workability by incorporating CPC. ULW-ECCs incorporating CPC show excellent self-sensing properties and weaken the polarization effect. A large gauge factor (>1000), high signal-to-noise ratio, repeatability, and high sensitivity can be achieved. The electrical conductivity stability of the ULW-ECC under different environments can be noticeably improved with sufficient CPC. Furthermore, the microstructure of the new ULW-ECCs was observed by SEM to further explain the results. The high-performance self-sensing ULW-ECCs could be utilised for health monitoring and retrofitting applications for existing or new construction.