In building design and renovation, achieving thermal comfort and enhancing energy saving are two crucial objectives. To obtain trade-off solutions between these two objectives, a multi-objective optimization approach was proposed to optimize the key parameters of exterior wall coatings through the integration of Non-dominated Sorting Genetic Algorithm II with EnergyPlus. Three optimization scenarios (i.e., prioritizing energy saving, prioritizing thermal comfort, and prioritizing energy saving and thermal comfort equally) were investigated to help decision-makers design coatings. The results indicated that under the first scenario, the energy savings account for 21 % of comparison building (cooling energy intensity: 2.83 kWh·m−2·a−1, thermal comfort time: 4195 h), while the thermal comfort time is 4061 h. Under the second scenario, the thermal comfort time is 7 % greater, while the cooling energy intensity is 3.07 kWh·m−2·a−1. Under the third scenario, the energy savings are 8 %, and the thermal comfort time is 4295 h. Moreover, the effects of thermal parameters of coatings on thermal comfort and energy savings were investigated. Low thermal conductivity and longwave emissivity are beneficial for these two objectives. Hence, thermal conductivity and longwave emissivity values of 0.05 and 0.85, respectively, are recommended. However, the effects of solar reflectance on these two objectives are opposite. A high solar reflectance is beneficial for energy savings and unbeneficial for thermal comfort, so its value should be determined according to the objective priority. The investigate results could provide significant guidance for parameter design of exterior wall coatings for residential buildings located in hot summer and warm winter regions.