The growing interest in fast reactors demands further innovative technologies to enhance their safety and reliability. Understanding thermal hydraulic activities required for advanced reactor technology in design and development is key. However, knowledge of Heavy Liquid Metal (HLM) coolants technology is not mature. The liquid metal-cooled facilities are required experimental platforms for studying HLM technology. As such, efficient thermal hydraulic experimental result is important in the accurate validation of numerical results. In this vein, there is a need to closely review existing thermo-hydraulic studies in HLM test facilities and the test sections. This review aims to assess existing Lead-cooled Fast Reactor (LFR) research facilities, numerical and validation works and Liquid Metal-cooled Fast Reactor (LMFR) databases around the world in the last two decades. Thus, recent thermal hydraulic research studies on experimental facilities and numerical research that support the design and development of LFRs are discussed. This review paper highlights thermal hydraulic issues and developmental objectives of HLM, briefly describes experimental facilities, experimental campaigns and numerical activities, and identifies research key findings, achievements and future research direction in HLM cooled reactors. This review will enhance knowledge and improve advanced nuclear reactor technology that ensures a sustainable, secure, clean and safe energy future.