Thermal performance of window frame and glazing pane are significant for its energy saving. In the present work, the energy consumption of various windows in the rural residence of severe cold climate was investigated on the basis of the thermal performance analysis of glass and frames. Based on EnergyPlus + multi-objective gradual exploration, the energy consumption of the test room with various windows during heating period was simulated, and the windows configuration was optimized considering daylighting performance. There are three steps to explore the energy consumption of four kinds of glass, four frame materials and three kinds of frame configuration, and nine groups of WWR. The results show that the triplepane glass + PCM frame of one mullion-one transom type is the best comprehensive scheme. In order to meet the requirements of lighting performance, and under the constraints of building height and structure, the design with large size of south side window and small size of north side window has obvious energy-saving effect. It saves about 20% energy than the original one. The conclusions are proposed for the window design and application of PCM frame in severe cold areas.