On account of the problem which was related to the negative effect of exterior windows energy saving in current residence building, we constructed a single energy-saving building with same structure and different exterior windows. Meanwhile, taking indoor temperature field and building energy consumption as entry points, the key parameters of the energy saving effect of the exterior window were compared and analyzed to study the indoor temperature field and the building thermal load and cooling load in the heating, cooling and transition season of energy-saving buildings which had exterior window structures (standard external windows, blue heat-absorbing glass windows, thermal reflection glass with high light transmission, ordinary hollow glass windows, low-E insulating glazing units, low-E high through glass windows, ordinary 3mm glass windows) with different window frames under the same climate environment. In addition, the grey theory and regression analysis were used to get the correlation degree and matrix equation between the energy-saving effect (the indoor temperature in heating season, the indoor temperature in refrigeration season, the indoor temperature in transition season, the annual cumulative heat load index, the annual cumulative cooling load index, the heating season heat load index, the air-conditioning season cooling load index) and key parameters (the glass thickness, the air layer thickness, the glass layer number, the heat transfer coefficient, the solar heat gain coefficient, the shading coefficient, the solar transmittance, the solar reflectance, the visible light transmittance, the visible light reflectance) in energy-saving buildings.