This paper presents new observations of UX Ori obtained with the millimeter interferometer of Plateau de Bure and with ISO. UX Ori is the prototype of a group of pre-mainsequence, intermediate-mass stars, often indicated as precursors of β Pic. The interferometry observations at 1.2 and 2.6mm show that UX Ori has a circumstellar disk, with outer radius ≲100 AU. We determine the spectral index between these two wavelengths to be 2.1±0.2, consistent with the disk being optically thick at mm wavelengths. Alternatively, the disk solid matter can be in the form of "pebbles" (radius∼10cm). In both cases most of the disk mass must be in gas form, and small grains must be present, at least in the disk atmosphere. In both cases also, the disk must be rather massive (∼ 0.1 M⊙). The existence of a circumstellar disk supports the model of the UXOR phenomenon in terms of a star+disk system. Self-consistent models of almost edge-on disks account well for the observed emission at all wavelengths longer than about 8μm, if we include the emission of the optically thin, superheated layers that enshroud the disk. These rather simple disk models fail to account for the strong emission observed in the near-IR (i.e., between ∼ 2 and 7 μm), and we suggest a number of possible explanations.