Abstract: The trend towards thinner steel–UHPC composite bridge decks challenges the performance of traditional short stud connections, leading to issues such as stress concentration and difficulties in UHPC repair. As an alternative, the steel mesh–epoxy adhesive interface facilitates continuous shear transfer, mitigating stress concentration while enhancing structural durability and maintainability. This study investigated the force transfer mechanism and failure modes of this interface through 13 direct shear tests. Three primary failure modes were identified: wire fracture, epoxy debonding, and mixed failure. Specimens that failed by wire fracture exhibited excellent ductility, with their slip displacement at 60% residual load reaching 3–8 times that of specimens which failed by epoxy debonding. Conversely, specimens that failed by epoxy debonding exhibited brittle failure characteristics but achieved an average shear capacity approximately 17% higher. Specimens with mixed failure showed a shear capacity comparable to those with wire fracture but slightly lower ductility. Parametric analysis indicated that the type of wire mesh and its anchorage depth (H) in UHPC had a minor effect on shear strength, and a reliable anchorage was achieved when H ≥ 6 mm. Increasing the wire diameter (D) and the number of folded units (N) enhanced the interfacial capacity; however, excessive values shifted the failure mode from ductile wire fracture to brittle epoxy debonding. Finally, a predictive formula for the shear capacity was established based on the wire mesh geometry, the UHPC-epoxy bond strength, and the epoxy-steel plate bond strength. Predictions from this formula showed good agreement with experimental results, validating its accuracy and applicability. These findings provide a theoretical basis and design guidance for applying steel mesh-epoxy bonded interfaces in steel-UHPC composite bridge decks.