A method for shutting down a fuel cell system includes: determining whether an outside air temperature is below a first predetermined reference temperature when a shutdown of a fuel cell system is detected; warming up the fuel cell stack by operating balance of plant components of the fuel cell system and a stack load using the power of the fuel cell stack, while the supply of hydrogen to the fuel cell stack is normally maintained, when the outside air temperature is below the first reference temperature; removing water in the fuel cell stack by passing air supplied by an air supply system through the stack load to supply heated air to a cathode of the fuel cell stack; and shutting down the fuel cell system by cutting off the supply of air after the removal of water. The method can eliminate or reduce cold start failure.