In the energy-saving design of substations, the building envelope thermal parameters, window-to-wall ratio, and shape factor are three crucial influencing factors. They not only affect the building’s appearance but also have an important impact on the total building energy consumption. In this paper, we applied the energy consumption simulation software DeST-c to study the influence of the above three elements on the total energy consumption of the building in a representative city with different thermal zones. The optimal envelope thermal parameters, optimal window-to-wall ratio, and optimal shape factor were derived through combination with economic analysis. Finally, the sensitivity analysis of different elements was carried out to determine the suitable passive design solutions for substations in different climate zones. It was found that the thickness of roof insulation has the greatest influence on the energy consumption of substation buildings among all envelopes. The optimal window-to-wall ratios were 0.4, 0.4~0.5, 0.3, 0.3~0.4, and 0.5 for severe cold, cold, hot summer and cold winter, hot summer and warm winter, and mild regions, respectively; and the optimal shape factors were 0.29, 0.30, 0.23, 0.31, and 0.33, respectively. The conclusions of this study can provide architects with energy-saving design strategies and suggestions for substations in different climate zones, and provide references for building energy-saving designs and air conditioning and heating equipment selection.