Do I need a visa to go to Ulaanbaatar?

Need. Ulaanbaatar, the capital of Mongolia, is built on the grassland. According to China Consular Service Network:

Those who come to Mongolia with ordinary passports of the People's Republic of China need to complete their visas in advance.

Those who come to work or study in People's Republic of China (PRC) with a common official passport and stay in Mongolia for more than 30 days must obtain a Mongolian visa in advance.

China citizens who need to apply for visas can do so at Mongolian Embassy in China (Beijing), Consulate General in Hohhot, Consulate General in Erenhot, Consulate General in Shanghai and Consulate General in Hulunbeier (opened).

According to the Agreement between People's Republic of China (PRC) and the People's Republic of Mongolia on Citizens' Exchanges between the two sides, those who hold passports, official passports and ordinary official passports handed over by the people of China and abroad for less than 30 days are exempted from applying for Mongolian visas.

If your visa expires and you stay here, you must apply for an extension at the immigration office.