Building Integrated Photovoltaic (BIPV) modules are a new type of photovoltaic (PV) modules that are widely used in distributed PV stations on the roof of buildings for power generation. Due to the high installation location, BIPV modules suffer from lightning hazard greatly. In order to evaluate the risk of lightning stroke and consequent damage to BIPV modules, the studies on the lightning attachment characteristics and the lightning energy withstand capability are conducted, respectively, based on numerical and experimental methods in this paper. In the study of lightning attachment characteristics, the numerical simulation results show that it is easier for the charges to concentrate on the upper edge of the BIPV metal frame. Therefore, the electric field strength at the upper edge is enhanced to emit upward leaders and attract the lightning downward leaders. The conclusion is verified through the long-gap discharge experiment in a high voltage lab. From the experimental study of multi-discharge in the lab, it is found that the lightning interception efficiency of the BIPV module is improved by 114% compared with the traditional PV modules. In the study of lightning energy withstand capability, a thermoelectric coupling model is established. With this model, the potential, current and temperature can be calculated in the multi-physical field numerical simulation. The results show that the maximum temperature of the metal frame increases by 16.07 °C when 100 kA lightning current flows through it and does not bring any damage to the PV modules. The numerical results have a good consistency with the experimental study results obtained from the 100 kA impulse current experiment in the lab.