The best estimate plus uncertainty analysis have been widely applied for the safety assessment of nuclear systems, and sensitivity analysis is one of the essential steps to identify and rank the important phenomena and parameters. The conventionally used local sensitivity methods are based on linear hypothesis and have limitations in the application process of nonlinear systems, while the more complicated global sensitivity methods may have problem in time costs. To compare and propose the proper method for evaluation of thermal-hydraulic calculation in a reactor system, local methods such as Pearson correlation coefficient, Spearman rank correlation coefficient, and Kendall rank correlation coefficient, global methods such as the variance-based method, moment-independent method, and elementary effects method are reviewed and applied for numerical examples and specific reactor thermal-hydraulic problem in this paper. Results show that the rank of parameter importance measured by various local analysis methods is the same, but away from the global methods. Different types of global sensitivity analysis methods have similar results for parameters with higher importance, and among these methods, the elementary effects method has the lowest computational cost with the same number of samples.