This work gives a brief historical overview of the use of cold-formed steel, the manufacturing process, and the main characteristics of cold-formed steel. The advantages and disadvantages of cold-formed steel and its application in construction are described. The types of fasteners and joining methods used for load-bearing elements made of cold-formed steel are also described in this work. The objective of this work is to analyse the behaviour of a single shear self-drilling screw connection in thin-walled profiles. For the purpose of the analysis, four models were created and analysed in the FEM software ABAQUS Simulia. Two models with a thickness of 0.95 mm and two models with a thickness of 1.15 mm were created, where one model of each thickness having a taper pattern around the screw hole. The simulations showed that the failure mechanisms were the tilting of the screw and pulling-out of the screw, as well as the bearing of the steel section around the hole. Adding the taper around the hole increases the stiffness and load bearing capacity of the connection, and failure mechanism changes. Further research is needed to develop the design standard for connections with taper pull, as there are no guidelines in Eurocode 3.