The design of new insulating envelopes is a direct route towards energy efficient buildings. The combinations of novel materials, such as phase-change (PCM), and advanced manufacturing techniques, such as additive manufacturing, may harness important changes in the designing of building envelopes. In this work we propose a novel methodology for the design of cement-based building envelopes. Namely, we combined the use of a multiscale, multiphysical simulation framework with advanced synthesis techniques, such as the use of phase-change materials and additive manufacturing for the design of concrete envelopes with enhanced insulation properties. At the material scale, microencapsulated PCMs are added to a cementitious matrix to increase heat storage. Next, at the component level, we create novel designs for the blocks, here defined as HEXCEM, by means of additive manufacturing. The material and component design process is strongly supported on heat transfer simulations with the use of the finite element method. Effective thermal properties of the mixes can be obtained and subsequently used in macroscale simulations to account for the effect of the volume fraction of PCMs. From the experimental and numerical tests, we report an increase in the the thermal inertia, which results in thermal comfort indoors.