There is a tendency toward larger transparent envelopes in architectural design, which could causes excessive energy consumption and visual discomfort. Using advanced shading systems with control strategies could potentially improve the indoor environmental quality and reduce the building energy consumption. In this research, daylight and thermal performances of a double-skin facade (DSF) system with multisectional shading devices using combinations of roller shades and blinds along with different control strategies were investigated under three representative climatic conditions of China. The performance of DSF systems with and without shading devices were comparatively analyzed by evaluating the annual heating, cooling, and artificial lighting energy consumption, daylight availability, and visual discomfort index using EnergyPlus and Radiance. The results indicated that the DSF with a multisectional shading system and proper control algorithms can save up to 6.8% and 4.8% for annual building energy consumption in Xiamen and Shanghai, respectively, but slightly increased by 2.4% in Beijing, when compared with the baseline without any shading device. For daylight performance, the multisectional shading system with proper control strategy shows a significant contribution to eliminating annual sunlight exposure (ASE) and discomfort glare while maintaining the daylight availability at a similar level compared to the system without shading. Meanwhile, the combination could improve spatial daylight autonomy (sDA) by 11.9%, 16.7%, and 19.1% in Xiamen, Shanghai, and Beijing, respectively, when compared with the individual shading system.