Renewable energy is one of the directions of global energy transformation. As a kind of clean and renewable energy, wind energy has attracted widespread attention from countries all over the world. Wind power generation is currently the main form of wind energy utilization, but the problem of wind curtailment and power limitation is increasingly prominent, which results in a large waste of wind energy. The thermal utilization of wind energy has become a necessary form of efficient utilization of wind energy. The direct conversion of wind energy into heat does not only improve energy utilization efficiency, but it also reduces the use of fossil fuels, which is of great significance for relieving energy supply pressure and reducing environmental pollution in China. The heat pump heating system directly driven by wind energy is one of the hot spots in the research direction of wind energy heating. This paper mainly expounds the current research status of wind turbines, heat pump units and thermal storage systems that make up the system, analyzes the current technical challenges, and provides an outlook on the future direction of development.