The study of the Universe on ultra-large scales is one of the major science cases for the Square Kilometre Array (SKA). The SKA will be able to probe a vast volume of the cosmos, thus representing a unique instrument, amongst next-generation cosmological experiments, for scrutinising the Universes properties on the largest cosmic scales. Probing cosmic structures on extremely large scales will have many advantages. For instance, the growth of perturbations is well understood for those modes, since it falls fully within the linear regime. Also, such scales are unaffected by the poorly understood feedback of baryonic physics. On ultra-large cosmic scales, two key effects become significant: primordial non-Gaussianity and relativistic corrections to cosmological observables. Moreover, if late-time acceleration is driven not by dark energy but by modifications to general relativity, then such modifications should become apparent near and above the horizon scale. As a result, the SKA is forecast to deliver transformational constraints on non-Gaussianity and to probe gravity on super-horizon scales for the first time.