Indoor thermal comfort level not only affects the indoor thermal environment but also affects building energy consumption. Generally speaking, the higher the thermal comfort of the building, the greater its energy consumption. Therefore, in severe cold zone with the most stringent thermal engineering standards in China, how to reduce building energy consumption while improving building thermal comfort is of great significant for the building in this region to achieve zero energy consumption. In order to achieve this research goal, this paper designs two kinds of wooden structure buildings with water-passing wall in severe cold zone. Through combination of simulation and scale model experiments, the performance of water-passing wall, thermal comfort performance of wooden structure building, and building energy consumption were studied. The research results indicate that the water-passing wall of the wooden structure building has good thermal stability and thermal insulation performance, which can isolate outdoor cold in winter. Moreover, due to the function of water-passing wall, the two kinds of wooden structure buildings have high thermal comfort levels throughout the year, with occupants feeling uncomfortable for no more than 6% of the year. It is compared with the energy consumption before the water supplying to the wall, the total energy consumption of the two kinds of wooden structure buildings were reduced by 44.3% and 46.2% respectively. Therefore, these two kinds of wooden structure building can pursue higher thermal comfort with lower energy consumption, it has high energy-saving benefits.