Human security remains a topical issue, especially on the country borders where temporary houses are often used. Optimally, people should be provided with ordinary, habitable, easy-to-build, possibly portable buildings and ballistically protected. However, there is a lack of studies addressing ballistic building materials for the walls. In the scope of this study, ten ballistic materials: sand walls, concrete, steel plates, ceramic, glass fibreboards, wood (plywood, cross-laminated timber), ultra-high molecular weight polyethylene (UHMWPE) boards, aramid boards, carbon fibre boards, and gypsum plasterboard are reviewed, and their wall constructions are compared. This paper aimed to analyse bulletproof materials and to nominate the best bulletproof walls according to three required aspects - price, thermal transmittance, and weight. This is a review article that could help stakeholders to choose the appropriate ballistic material for high-risk applications.