Cesium tungsten oxide (CWO) and indium tin oxide (ITO) nanoparticles are potential candidates for application in energy-saving windows. However, most optical studies on these nanocomposite films lack systematic evaluation and design methods. In this work, the optical properties of spherical and cylindrical CWO and ITO nanoparticles under different geometric parameters based on the Lorenz–Mie and T-matrix theories are investigated, and spectral responses of CWO-PDMS and ITO-PDMS windows are calculated by solving the radiative transfer equation (RTE) using the Monte Carlo method. By evaluating and optimizing the geometric parameters of the nanocomposite films, energy-saving windows exhibit excellent optical performance, with a visible light transmittance that meets the indoor needs of the human eye (Tlum is about 0.6), and can shield most near-infrared light, especially CWO-PDMS windows (TNIR=0.04). Finally, a building energy consumption simulation analysis based on Energy Plus is conducted in three different cities: Jinan, Hong Kong, and Singapore. The results indicate that by adjusting the geometric parameters of nanoparticles, energy-saving windows can effectively reduce energy consumption in tropical and subtropical regions. This work provides guidance for the subsequent commercialization and experimental analysis of spectral selective composite films.