Tropical coastal areas are characterised by high levels of wind and solar resources with large potentials to be utilised for low-energy building design. This paper presents a multi-objective optimisation framework capable of evaluating cost-efficient and low-exergy coastal building designs considering the influence of the thermal breeze. An integrated dynamic simulation tool has been enhanced to consider the impacts of the sea-land breeze effect, aiming at potentiating natural cross-ventilation to improve occupant's thermal comfort and reduce cooling energy demand. Furthermore, the technological database considers a wide range of active and passive energy conservation measures. As a case study, a two-storey/two-flat detached social house located in the North-Pacific coast of Mexico has been investigated. The optimisation problem has considered the minimisation of: i. annual exergy consumption, ii. life cycle cost, and iii. thermal discomfort. Optimisation results have shown that adequate building orientation and window opening control to optimise the effects of the thermal breeze, combined with other passive and active strategies such as solar shading devices, an improved envelope's physical characteristics, and solar assisted air source heat pumps have provided the best performance under a limited budget. Compared to the baseline design, the closest to utopia design has increased thermal comfort by 93.8% and reduced exergy consumption by 10.3% whilst increasing the life cycle cost over the next 50 years by 18.5% (from US$39,864 to US$47,246). The importance of renewable generation incentives is further discussed as a counter effect measure for capital cost increase as well as unlocking currently high-cost low-exergy technologies.