In fires, wall boundaries are usually subject to severe heating by flame and hot gases. The heat load on the wall boundary is of great importance for flame propagation, fire growth and building structure performance, etc. However, due to the complexity of the fire processes which include turbulent flow, turbulent combustion, thermal radiation, soot formation and oxidation, convective heat transfer, heat conduction in solid walls and interaction between solid and gas phases, etc., a reliable prediction of heat load in fires remains a challenge. In this review article, progress towards reliable numerical prediction of heat load in fires is reported and a comprehensive method for heat load prediction is presented. Because of the similarity between the processes in fires and relevant combustion devices, much of the discussion presented in this article is directly applicable to heat load prediction in relevant combustion devices.