The development of visual fire warning and protection (VFWP) materials is significant in monitoring the surface temperature of fire suits in real time to ensure the safety of firefighters in fire rescue scenarios. In this paper, the design principles of thermal resistance, thermoelectric, and thermochromic VFWP materials were firstly reviewed. Then the preparation methods, advantages, and disadvantages of VFWP materials (such as gels, films, fibers, and fabric-based) processed using different thermal-sensitive units were introduced, and the characteristics of the response behavior, stability, durability, and sensitivity of these various forms of VFWP materials under high-temperature conditions were comparatively analyzed. It was pointing out that high temperature caused changes in the resistance, voltage, or color of protective materials, thereby generating conductive pathways, electrical signals, and visual warnings to transmit temperature signals, is the response mechanism for achieving visual fire alarm. Moreover, optimizing the types of electrically insulating groups in the structure of thermal-sensitive units, improving thermoelectric conversion efficiency, and enhancing the reversible color change behavior of thermochromic materials at high temperatures are key to develop highly sensitive and stable VFWP materials. Finally, the challenges and growth points encountered in the development of VFWP materials were discussed, aiming to provide a reference for the large-scale processing of fibers/fabrics for VFWP materials with long-life, highly sensitive, and high temperature resistance.