The aim of the current article is to investigate the shading performance resulted from windows integrated with grid shading configuration and air gap. First, a geometric method based on a light tracing algorithm was presented in order to evaluate the shading performance of complex fenestration system. The consequential energy consumption of a typical residential building structure with complex window system was analyzed. Then a scale experiment setup was built to validate the geometric method. Transient System Simulation Program (TRNSYS) or experiment method is not applicable in the case of complex configurations, and, therefore, the geometric method is an acceptable alternative way to evaluate the shading performance of such window systems. According to the comparison between window surface temperature and indoor air temperature, the window with an air gap and grid shading configuration were proved to be capable of achieving a better thermal insulation in buildings and be more energy efficient. Finally, based on the geometric method, a detailed parameter analysis on grid shading configuration was also conducted. The optimal shading configuration size was discussed, for the specified typical residential building structure applied in the current article, the optimal grid shading configuration in Shanghai (warm–humid climate zone) is pitch to width ratio = 6, which could efficiently improve the energy systems by 38%.