In order to obtain high-performance energy-saving window material, Pt-CsxWO3/SiO2 composite aerogels were prepared by in-situ solvothermal synthesis and ambient pressure drying method. The relationship among the near-infrared shielding ability, thermal conductivity, thermal insulation performance and microstructure of Pt-CsxWO3/SiO2 composite aerogel was investigated. The as-prepared composite aerogel after heat-treatment at 450 °C exhibits low thermal conductivity (0.1090 W/(m·k)) of SiO2 aerogel and near-infrared shielding ability at the same time due to its high pore volume (0.537–0.796 cm3/g), specific surface area (113.968–141.284 m2/g) and W5+ content. The near-infrared shielding rate at 1500 nm of the composite aerogel could attain to 84% when the visible light transmittance is 72%. As Pt-CsxWO3/SiO2 composite aerogel has the synergistic effect of near-infrared shielding and low thermal conductivity, the composite aerogel heat-treated at 450 °C has excellent visible light transparency and thermal insulation performance. This research provides a new idea for developing high efficient energy-saving window glasses.