Game of Thrones season 8 episode 3 "The Long Night" showed Night King's army attacking every living being in the North. In the mid-episode, we saw Daenerys Targaryen ordering her dragon to burn Night King but it somehow failed to do it. In the end, it was Arya Stark and her Valyrian steel dagger which did all the work. So, why was Night King unharmed after dragon literally tried to burn him?
In the recently released episode of Game of Thrones, we saw Daenerys Targaryen coming face-to-face with Night King. Khaleesi was on her dragon and Night King was on the ground, looking directly at her. Daenerys hit him with a blast of dragon fire but to everyone's surprise, he came out of it without a scratch. What amazed everyone was the fact that it was for the very first time when we saw him smirking.
Apparently, this was not the first time when we saw how Night King was unaffected by the fire. In the previous episodes, we have seen him walk through fire.
One can argue over a previous theory that Night King was a Targaryen and that is why he was unaffected by dragon fire. In the very first season of Game of Thrones, we saw how Daenerys came alive from the pyre of Khal Drogo. She is a Targaryen and has dragon blood inside of her and this has made many to believe that she is unharmed by the fire. If we follow the same logic then it makes sense that since Night King was also a Targaryen, dragon fire couldn't touch him.
There is one other theory which suggests that since Night King was created after inserting a dragon-glass in his heart, he has interconnected with the cold and that is why he was able to come out of it unharmed.
Furthermore, show's co-creator DB Weiss confirmed why Dragonfire didn't stop the Night King. In the latest Inside the Episode from HBO, Weiss had the following to say:
"There's no reason to know for certain that the fire wouldn't kill or destroy the Night King, but there's also no particular reason to believe that it would. Then a few moments after this happens, the Night King brings them a whole larger undead problem by taking all of their own who have been killed in the course of this battle and turning them into the enemy."