Applying rock-filled gabion to buildings in cold regions with mountainous climates has multiple potentials, such as utilizing rock resources, improving building sustainability and saving building energy. Therefore, it is necessary to analyze the thermal performance of gabion buildings. Based on the CFD method, this paper establishes a numerical model of buildings with gabion enclosure structures, analyzes the influence of the gabion structure on the external convective heat transfer coefficient (CHTC), wind pressure, air infiltration, room temperature and building load, and further uses the building energy consumption simulation method to analyze the heat load of gabion buildings. The results showed that the adverse impact of climate on the building thermal performance is significantly diminished by the gabion. Under different weather conditions, the CHTC, the maximum wind pressure difference on the exterior surface, and the air infiltration rate are reduced by different rates. Further, the room base temperature increases throughout the heating season, and the maximum heat load and the cumulative heat load of the building are, respectively, reduced by 10.6% and 24.8%. This work revealed that the gabion is an eco-friendly and adaptive measure to improve thermal performance and indoor thermal comfort.