A UV-cured polyurethane (PU)/nano-silica composite with a flame-retarded coating system was obtained from the composition of nano-silica containing a UV-curable PU oligomer and a UV-reactive phosphonic acid [ethylene glycol methacrylate phosphate (EGMP)]. The UV-curable PU oligomer was prepared by an addition reaction of 2-hydroxyethyl methacrylate (2-HEMA) with an NCO-terminated PU pre-polymer; this was then mixed with a methanol dispersion of nano-silica. The UV-reactive phosphonic acid (EGMP) was prepared by a reaction of 2-HEMA with phosphorus pentoxide (P2O5). The curing reaction of the PU/nano-silica composite coating system was carried out by UV irradiation with the aid of a photoinitiator (2-hydroxy-2-methylpropiophenone). The thermal properties of these PU/nano-silica composite coatings were investigated by the measurements of dynamic mechanical analysis (DMA) and thermogravimetric analysis (TGA), respectively. A phosphorus (phosphonic acid) containing ingredient, EGMP in PU coating system that provides good adhesion to steel surface and flame retardation. Their physical properties (contact angle, hardness) and flame flammability [limiting oxygen index (LOI), UL-94 test] with various phosphorus contents (different dosages of EGMP) were also evaluated in this report.