Rapid urban expansion has posed significant challenges to building designers and urban planners in optimizing built environments. Thermal flow (e.g., airflow, smoke), as one of the crucial aspects affecting safety, health, energy efficiency, and occupant comfort, plays a pivotal role in the design of the built environment. The investigation of thermal flow within the built environment is achievable through numerical simulations, full-scale measurements, and sub-scale tests. Among these approaches, the sub-scale method offers an economical and efficient solution under a controllable environment. However, theoretically speaking, its effective application hinges on precise scaling and strict adherence to the similarity laws. Leveraging the similarity of the buoyant plume between helium release and hot gases, such as smoke produced by fires, helium has been proven to substitute hot gases or smoke in sub-scale tests. This study aims to provide a state-of-the-art review of scaling and similarity analysis applied to thermal flow in the built environment using helium gas. Previous research on scaling and similarity theory based on dimensionless numbers and its application in thermal flow studies within tunnels, enclosures, and solar roof buildings using helium gas are reviewed. The feasibility and limitations of the sub-scale helium method are also discussed. Finally, its potential applications in other fields of built environment study are proposed.