For decades, load shifting control, one of most effective peak demand management methods, has attracted increasing attentions from both researchers and engineers. Different load shifting control strategies have been developed when diverse cold thermal energy storage facilities are used in commercial buildings. The facilities include building thermal mass (BTM), thermal energy storage system (TES) and phase change material (PCM). Little study has systematically reviewed these load shifting control strategies and therefore this study presents a comprehensive review of peak load shifting control strategies using these thermal energy storage facilities in commercial buildings. The research and applications of the load shifting control strategies are presented and discussed. The further efforts needed for developing more applicable load shifting control strategies using the facilities are also addressed.