Concrete-filled U-shaped steel beams can be alternatives to conventional composite beams with I-section steel. In this study, a novel U-shaped composite beam is proposed, with a bolt assembly of two Z-shaped steel and a bottom plate. Focusing on the negative flexural behavior of bolted U-shaped composite beams, two experimental programs were carried out: (1) monotonic negative bending on six beam-to-girder connections (or continuous beams); and (2) cyclic positive and negative bending on two beam-to-column connections. In the specimen design, the degrees of composite action were considered for both headed stud anchors in the slab and bolts in the bottom section. The proposed bolt assembly was expected to provide fully and partially composite actions for positive and negative moment, respectively. The test results showed that the flexural mechanism of the bolted U-shaped composite beams occurred typically with local buckling of the bottom plate and the bottom flanges of the Z-shaped steel. The positive and negative flexural strengths of the proposed composite beams were evaluated based on AISC design practice, addressing the degrees of composite action and the plate local buckling. The structural performance of the test specimens was further evaluated with respect to the flexural stiffness and deflection. On the basis of the test results, design considerations for the bolted U-shaped composite beams were recommended.