Basalt filament yarn is a new type of high-performance fibers, which is formed by the direct drawing of basalt rock at high temperatures. It is a natural and environmentally friendly textile material. This paper mainly focuses on thermal resistance research of basalt filament yarn that is heated at various temperatures. The change of color and appearance of heated basalt filament yarn was described. The mechanical properties of heated basalt filament yarn were tested. The results showed that although the mechanical properties of basalt filament yarn decreased with the temperature rising, still remained high tensile strength within a certain temperature range. Basalt filament yarn possess higher tenacity under 325°C. Basalt filament yarns still possess certain tenacity when they were placed at 500°C condition. So basalt filament yarn can be used as heat-resistant materials, such as filtration materials for high-temperature gas and liquid, fire-proof fabrics and so on.