Energy keeps the global economy alive, while also being extensively exposed to various climate change impacts. In this context, severe business competition (e.g., the building sector) and the unwise use of natural resources and ecosystem services (e.g., fossil fuel energy sources) seem to sharpen the relevant effects of climate change. Indicatively, contemporary issues at the interface of building energy performance and environmental quality levels include consequences from global warming, the increasing release of carbon dioxide to peak electrical loads, power grids, and building planning, and energy demand and supply issues. In light of such concerns, the present review paper attempts to disclose the multifaceted and multidisciplinary character of building energy use at the interface of the economy, the environment, and society against climate change. This review highlights energy efficiency concepts, production, distribution, consumption patterns, and relevant technological improvements. Interestingly, the reviewed contributions in the relevant literature reveal the need and necessity to alter the energy mix and relevant energy use issues. These include developments in climate-proof and effective systems regarding climate change impacts and shocks. Practical implications indicate that the sustainable development goals for clean energy and climate action should be followed if we wish to bring a sustainable future closer and faster to our reality.