With the ever-growing number of mobile devices, there is an explosive expansion in mobile data services. This represents a challenge for the traditional cellular network architecture to cope with the massive wireless traffic generated by mobile media applications. To meet this challenge, research is currently focused on the introduction of a small cell base station (BS) due to its low transmit power consumption and flexibility of deployment. However, due to a complex deployment environment and low transmit power of small cell BSs, the coverage boundary of small cell BSs will not have a traditional regular shape. Therefore, in this paper, we discuss the coverage boundary of an ultra-dense small cell network and give its main features: aeolotropy of path loss fading and fractal coverage boundary. Simple performance analysis is given, including coverage probability and transmission rate, etc., based on stochastic geometry theory and fractal theory. Finally, we present an application scene and discuss challenges in the ultra-dense small cell network.