The present study performed material characterization and assessed the piezoresistive sensing capabilities of thin-walled carbon nanotube (TWCNT)-embedded ultra-high performance concrete (UHPC). TWCNTs were incorporated into UHPC from 0 to 0.5% by cement mass. The fresh-state behavior of the samples degraded as the TWCNT content increased. The TWCNT content lower than 0.2–0.3% induced a nucleation effect in the samples; nevertheless, the TWCNT content exceeding this range hindered the hydration. The degree of autogenous shrinkage of the samples proportionally decreased with the TWCNT content owing to the hindered hydration and nano-reinforcing effect of TWCNTs. The electrical percolation threshold range was found to be approximately 0.2% in the TWCNTs, which was further proven by the notable FCR variations in the sample with TWCNT of 0.2% upon cyclic loading test. TWCNTs exceeding the percolation threshold level exhibited stable FCR values regardless of the extent of compressive loading, loading frequency, and number of loading cycles.