There is an increasing demand for cold-formed thin-walled steel structures on the building market nowadays. Owing to the assembly simplicity, materials’ cheapness, high ecological standard, recycling, reuse potential, and other numerous advantages of such structures are widely employed in both office and residential buildings. The temperature of thin-walled structures increases rapidly as a consequence of the high section factor (measurement of the fire-exposed area to the heated volume), which creates the demand for a durable fire safety system, one of the fundamental requirements of the building safety. Although, several sufficient researches have been undertaken, there is still no strict performance-based fire design for cold-formed steel systems due to the lack of data. This paper compiles the existing works on the cold-formed thin-walled structures’ fire performance, including numerical studies and experiments with mechanical and thermal properties of complete structures, purlins, joints (bolted, screwed, nailed, riveted etc.), plates, tubular structures, new calculation methods, new protective materials that are being used, such as intumescent coatings and etc.