The energy performance of buildings is a key point to achieve the sustainability goals of the modern world. The reduction of the heat loss by incorporating porosity in a monolithic material was studied. To this aim, lattice structures with varying lattice topology and specimen size were synthesised using polymer based additive manufacturing. Commercially available 3D printers and polymer filaments were utilised to manufacture such polymer lattices. Their thermal performance was characterised using a bespoke compact temperature-change hot chamber. A scaling law, based on the experimental results, has been proposed for the first time to predict the U-value of polymer lattices by correlating their effective thermal conductivities. It was observed that the lattice's relative density and the sizes of a unit cell and specimen affected significantly the U-value. Also, it was found that polymer-lattice structures can be designed to only allow a conductive mode of heat transfer when their hydraulic diameter was less than 8 mm. The effect of an AM process parameters such as the layer thickness and type of 3D printer on the U-value of the polymer lattices was also characterised and found that they had a mild effect on the U-value of the lattices. Thus, a highly optimised lattice structure, aiming at achieving the higher thermal resistance to make it suitable for energy saving applications, can be obtained using the proposed scaling law.