The heat pipe (HP) is widely applied in the thermal management field at present. In order to make use of the low-grade and renewable energies to maintain building thermal comfort in the heating season, more and more studies with respect to improving the thermal performance of the building heating system integrated with the HP (BHSIHP), such as the floor heating system integrated with the HP (FHSIHP), the thermal storage wall heating system integrated with the HP (TSWIHP), conventional wall integrated with the HP (WIHP) and radiator heating system integrated with the HP (RHSIHP), are conducted. This paper aims to summarize different types of HPs applied in the building heating system and offers an overview of the thermal performance improvement for the BHSIHP. The thermal response, thermal conductivity, thermal resistance, heat capacity, heat transfer coefficient, temperature distribution, thermal storage and heat release capacity are always selected to investigate characteristics of the BHSIHP. Results show that the thermal performance of the FHSIHP, the TSWIHP, the WIHP and the RHSIHP is more outstanding than that of the conventional heating system. The thermal performance of the BHSIHP is affected by heat source temperature, installation tilt angle, working fluid, and filling ratio of the HP. The heat source temperature, which positively affects the performance of the BHSIHP, is crucial for the selection of the working fluid and filling ratio. However, the performance of the BHSIHP is increased first and then decreased with the increase of the installation tilt angle. The optimal filling ratio of the working fluid has been proven not to be a fixed value.