In recent years, the demand for advanced high-strength steel (AHSS) has increased to improve the durability and service life of steel structures. The development of these steels involves innovative processing technologies and steel alloy design concepts. Joining these steels is predominantly conducted by following fusion welding techniques, such as gas metal arc welding, tungsten inert gas welding, and laser welding. These fusion welding techniques often lead to a loss of mechanical properties due to the weld thermal cycles in the heat-affected zone (HAZ) and the deposited filler wire chemistry. This review paper elucidates the current studies on the state-of-the-art of weldability on AHSS, with ultimate strength levels above 800 MPa. The effects of alloy designs on the HAZ softening, microstructure evolution, and the mechanical properties of the weld joints corresponding to different welding techniques and filler wire chemistry are discussed. More specifically, the fusion welding techniques used for the welding of AHSS were summarized. This review article gives an insight into the issues while selecting a particular fusion welding technique for the welding of AHSS.