We assume that $mathcal{E}$ is a rank $r$ Ulrich bundle for $(P^n, mathcal{O}(d))$. The main result of this paper is that $mathcal{E}(i)otimes Omega^{j}(j)$ has natural cohomology for any integers $i in mathbb{Z}$ and $0 leq j leq n$, and every Ulrich bundle $mathcal{E}$ has a resolution in terms of $n$ of the trivial bundle over $P^n$. As a corollary, we can give a necessary and sufficient condition for Ulrich bundles if $n leq 3$, which can be used to find some new examples, i.e., rank $2$ bundles for $(P^3, mathcal{O}(2))$ and rank $3$ bundles for $(P^2, mathcal{O}(3))$.
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