Large-scale usage of high and ultra-high strength steels is strongly linked to the availability of suitable joining techniques ensuring consistent properties throughout the welded structure. For conventional structural steels, fusion welding techniques, such as gas metal- or submerged arc welding, are well established and widely used. In many cases these welding processes can also be utilized for high and ultra-high strength steels. Likewise, high energy density welding processes, e.g. laser beam or electron beam welding, can also be suitable choices for welding these materials. However, constraints such as missing filler metals, missing standardization, and small processing windows, especially in terms of allowed heat input, still limit their application. In this review scientific literature on fusion welding of various ultra-high strength structural steel grades, i.e. steels with a yield strength in the range of 690 to 1300 MPa, is reviewed and discussed. The main focus lies on experimental results regarding mechanical properties, such as tensile strength, hardness, impact toughness, fatigue, etc. as well as residual stresses and microstructural transformations.