Renewable electricity generations have been growing rapidly in recent years worldwide as a result of efforts to address the global energy issue. However, it has also imposed increasing challenges on the balance of power grids due to their intermittent nature. Building sector, as the largest consumer, is expected increasingly to play an important role in providing ancillary services (AS) to relieve stress and reduce the needs of investment for power balance of the smart grids. Grid-responsive building therefore becomes a worthwhile and essential feature of buildings today and in the future. This paper provides an overview of the classification, benefits, applications as well as methods/technologies for HVAC systems in non-residential buildings to provide ancillary services, as fast responses (i.e., in the magnitude of seconds or minutes) to the needs of smart grids, In addition, the challenges of applications and potential solutions are investigated and summarized. The potential capacities of HVAC systems in the entire non-residential building sector in Hong Kong for providing frequency regulation (FR) and spinning reserve are also quantified.