The building architecture significantly affects the energy consumption of buildings. In this paper, we study the effect of using U-shape exterior walls on energy consumption. The main target is to evaluate the impact of this parameter on heating and cooling loads for a small building model in Tetouan, Morocco (an administrative building divided into 2 zones, the effective area is 27 m2). In this context, a parametric study was carried out by the TRNSYS software 18, in order to evaluate the efficiency of using this form of exterior walls according to two selected criteria: the orientation of the exterior wall and the depth of the U-shape. More precisely, five values of the U-shape depth were studied for each orientation (South, North, South-east, and South-west), in six climate zones in Morocco presenting different climate conditions. In this sense, 126 simulations were done to have as a result the heating and cooling load for each scenario. The results showed a significant difference in the total load of the building model using different depths of the U-shape exterior walls in different orientations. We found that the U-shape parameter modified in the exterior walls is more efficient in zones characterized by a cold to moderate climate, namely, Ifran, Rabat, and Tangier (the maximum reduction of heating and cooling demand varies from 3.6 to 14% depending on the climate zone). Also, a maximum reduction in the total heating and cooling consumption is noticeable in zones with a hot climate which fluctuates between 1.9 and 3.1%.