Local failure of a primary structural component induced by direct air-blast loading may be itself a critical damage and lead to the partial or full collapse of the building. As an extensive research to mitigate blast-induced hazards in steel frame structure, a state-of-art analytical approach or high-fidelity computational nonlinear continuum modeling using computational fluid dynamics was described in this paper. The capability of the approach to produce reasonable blast pressures on a steel wide-flange section column was first evaluated. Parametric studies were conducted to observe the effects of section sizes and boundary conditions on behavior and failure of columns in steel frame structures. This study shows that the analytical approach is reasonable and effective to understand the nature of blast wave and complex interaction between blast loading and steel column behavior.