Damage to building load-bearing members (especially columns) under explosions and impact are critical issues for structures, given that they may cause a progressive collapse and remarkably increase the number of potential victims. One of the best ways to deal with this issue is to provide values of safe protective distance (SPD) for the structural members to verify, so that the amount of damage (probability of exceedance low damage) cannot exceed a specified target. Such an approach takes the form of the so-called safe scaled distance (SSD), which can be calculated for general structural members but requires dedicated and expensive studies. This paper presents an improved calculation method, based on structural reliability analysis, to evaluate the minimum SSD for steel columns under dynamic blast loads. An explicit finite element (FE) approach is used with the Monte Carlo simulation (MCS) method to obtain the SSD, as a result of damage probability. The uncertainties associated with blast and material properties are considered using statistical distributions. A parametric study is thus carried out to obtain curves of probability of low damage for a range of H-shaped steel columns with different size and boundaries. Finally, SSD values are detected and used as an extensive databank to propose a practical empirical formulation for evaluating the SSD of blast loaded steel columns with good level of accuracy and high calculation efficiency.