For buildings subjected to blast loading, structural failure can be categorized into local failure (direct blast effects) and progressive collapse (consequential effects). In direct blast effects, the intensive blast pressures create localized failure of structural elements such as exterior columns and walls. Columns, and their behaviour, play a key role in these situations. Therefore investigating the behaviour of columns under blast loading is very important to estimate the strength, safety and reliability of the whole structure. When a building is subjected to blast loading, it experiences huge loading pressures and undergoes great displacement and plastic behaviour. In order to study the behaviour of an element under blast loading, in addition to elastic properties of materials, plastic and elastic-plastic properties of materials and sections are needed. In this paper, using analytical studies and nonlinear time-history analysis by Ansys software, the effects of shape of column sections and boundary conditions, on behaviour and local failure of steel columns under blast load are studied. This study identifies the importance of elastic-plastic properties of sections and proposes criteria for choosing the best section and boundary conditions for columns to resist blast loading.