In regions with hot climates such as Bahrain, the utilization of air conditioning is indispensable in both public and private buildings to attain thermally comfortable indoor environments. External walls, constructed with building blocks, play a crucial role in the heat penetration into the building system. Despite extensive research on the cavity designs of building blocks, there has been a lack of comparison between individual block systems and integrated multi-block systems, considering both thermal and mechanical performance criteria simultaneously. Therefore, it is imperative to gather and review information on key parameters influencing the thermomechanical performance of building blocks, along with investigating techniques used to evaluate these parameters according to international standards. This review primarily focuses on these aspects. Additionally, it presents the historical evolution of housing types and the standard procedures followed by the Bahraini Government and block manufacturing companies in alignment with energy efficiency policies in Bahrain. Ultimately, this review aims to inspire researchers to explore other viable and innovative designs for enhancing the thermal insulation of building walls. By doing so, this work will contribute to Bahrain’s 2030 goals of fostering sustainability and mitigating environmental impact at a local level, while also aligning with the United Nations’ Sustainable Development Goals (SDGs) for 2030, specifically SDG 11, which aims to “make cities and human settlements sustainable”.