In order to solve the problems of obvious thermal bridge effect for metal shear connectors and the lower shear bearing capacity for non-metal shear connectors, two new types of thermal blocking shear connectors (TBSC) were investigated. One is made by bond stress between glass fiber reinforced polymer (GFRP) sleeve and reinforcement, and the other is made by mechanical connection between the steel sleeve and GFRP bar. The goal is to study the mechanical properties of the lightweight sandwich exterior wall with TBSC. There are 18 specimens were conducted based on the mechanical properties, and the parameters of different types, different embedded depths and different bending angles were considered. The pull-out and direct shear tests were carried out, and each parameter's influence on the result was compared and analyzed. The test results show that with the increase of bending angle, the bearing capacity of GFRP sleeve TBSC increases. When the embedded depth of the TBSC increases from 25 mm to 40 mm, the pull-out test and direct shear test values increase by 95 % and 59 %, respectively. The main failure mode of specimens is the concrete anchorage failure. According to the phenomenon of concrete anchorage failure, the calculation formulas of flexural and direct shear capacity were proposed. Moreover, the finite element simulation is used to extend and validate, providing a theoretical reference for designing and applying a lightweight sandwich external wall with TBSC.