The present research focuses on the development and thermomechanical characterization of unfired solid bricks based on clay (white and red) and Timahdite sheep wool, which are local, durable, abundant, and economical materials. As this clay material is incorporated with sheep wool in the form of yarn multi-layers in opposite directions. It achieves good thermal and mechanical performance and a lightness of these bricks as acquired progress. This new method of reinforcement offers significant thermo-mechanical performance for the composite for thermal insulation in sustainable buildings. Several physicochemical analyses to characterize the raw materials were used. Thermomechanical measurements to characterize the elaborated materials. The wool yarn effect was significant on the mechanical behavior of the developed materials at 90 days, with flexural strength from 18 to 56% for the white clay. And 8–29% for the red one. Decrease in compressive strength from 9 to 36% for the white clay and 5–18% for the red one. These mechanical performances are accompanied by thermal conductivity gain ranging from 4 to 41% for the white and 6–39% for the red for wool fractions: 6–27 g. This green multi-layered bricks from abundant local materials with optimal thermo-mechanical properties, qualified for the intended use for thermal insulation and energy efficiency in the construction and development of local economies.