The inferior mechanical properties and durability of conventional lightweight concrete restrict its wider application. This study intended to design a novel lightweight ultra high-performance concrete (L-UHPC) using a mathematical approach, with a view to achieving low density and excellent performance. Two lightweight materials (i.e. micro-sized glass microsphere and expanded shale aggregates) were introduced in the mix design of L-UHPC. The statistical optimization via Central Composite Design was proved to be an effective method to produce the L-UHPC. The designed L-UHPC showed comparable or even superior functional and durability properties than normal-weight UHPC and high-performance cement mortar. The use of specified lightweight materials played prominent roles in ensuring the mechanical properties of L-UHPC. The high microhardness of paste matrix and the internal curing of lightweight aggregates contributed to the great durability of L-UHPC. The development of L-UHPC can provide a new solution for constructing high-performance lightweight structures and composites.