Climate change affects human health directly or indirectly through multiple channels and has become one of the biggest global health threats of the 21st century. Accurately assessing the impacts of climate change on human health and developing adaptation strategies and mitigation measures have become an urgent task. This paper systematically reviewed methods commonly used in health risk assessment of climate change. The reviewed methods can be categorized into ecological analysis, panel data analysis, disaster risk analysis, environmental niche analysis, mechanism analysis, and computable general equilibrium analysis. Then, the paper summarized the advantages and disadvantages of these methodological categories. Lastly, this paper presented current responses and outlined future directions in this field.