Aerogel is widely recognized as a superinsulating material with great potential for enhancing the thermal insulation performance of building walls. It can be applied in various forms such as aerogel plasters (AP), aerogel fibrous composites (AFC), and aerogel concrete (AC) in practical engineering applications. This study aims to investigate the most efficient application form for maximizing building insulation performance while minimizing the amount of aerogel used. To predict the thermal insulation performance of aerogel-insulated walls, a resistance–capacitance network model integrating the aerogels’ effective thermal conductivity model was developed and was validated by comparing it with Fluent simulation software results in terms of surface temperature. Using the validated models, the thermophysical parameters, transient thermal properties, and transmission load were predicted and compared among AP, AFC, and AC walls. The results indicate that using AFC can result in approximately 50% cost savings to achieve the same thermal resistance. After adding a 20 mm thickness of aerogel to the reference wall without aerogel, the AFC wall exhibited the highest improvement in thermal insulation performance, reaching 46.0–53.5%, followed by the AP wall, and then the AC wall, aligning with considerations of microstructural perspectives, thermal resistance distributions, and thermal non-uniformity factors. Therefore, giving priority to AFC use could reduce the required amount of silica aerogel and enhance economic efficiency. These results provide valuable insights for theoretical models and the application of aerogel-insulated walls in building engineering insulation.