This present study demonstrates the applicability of basalt fibre-reinforced polymer (BFRP) composite materials in thermal shielding. Basalt fibres are produced from natural, sustainable sources and obtain comparable mechanical performance to commercial glass fibres. In addition to their mechanical strength, BFRPs have excellent chemical and heat resistance. Basalt fibres tend to have a higher thermal stability than their competitor glass fibres. The heat resistance of basalt fibres derives from the volcanic origin of the raw material basalt gabbro. These favourable features make BFRP composites an attractive group of materials for application in several industries. To test the fire resistance of the materials, we produced mono and hybrid composite plates from different types of basalt reinforcement structures (milled fibres, chopped fibres and woven fabric) and epoxy resin. Surface treatment with silane coupling agents significantly improved the mechanical and thermomechanical properties of BFRPs by up to 70%. Three-point bending tests were performed to determine the flexural properties of the composite specimens, and their fire behaviour was evaluated with a horizontal burning test, and a novel jet fire test assisted with infrared thermal imaging. Higher fibre content in hybrid laminates decreased the linear burning rate by 8%, and the maximum surface temperature was approximately 80 °C lower after jet fire impingement compared to woven reinforcement structure.