This study aimed to estimate the heating load (HL) and the cooling load (CL) of a residential building using neural networks and to simulate the thermal behavior of a four-layered wall with different orientations. The neural network models were developed and tested using Multi-Layer Perceptron (MLP) and Radial Basis (RB) networks with three algorithms, namely the Levenberg-Marquardt (LM), the Scaled Conjugate Gradient (SCG), and the Radial Basis Function (RB). To generate the data, 624 models were used, including six building shapes, four orientations, five glazing areas, and five ways of distributing glazing. The LM model showed the best accuracy compared to the experimental data. The L-shape facing south with windows on the east and south sides and a 20% window area was found to be the best shape for balancing the lighting and ventilation requirements with the heating and cooling loads near the mean value. The heating and cooling loads for this shape were 22.5 kWh and 24.5 kWh, respectively. The simulation part used the LH algorithm coded in MATLAB to analyze the temperature and heat transfer across the wall layers and the effect of solar radiation. The maximum and minimum percentage differences obtained by HAP are 10.7% and 2.7%, respectively. The results showed that the insulation layer and the wall orientation were important factors for optimizing the thermal comfort of a building. This study demonstrated the effectiveness of neural networks and simulation methods for building energy analysis.