The White Paper on Peak Carbon and Carbon Neutral Action 2022 states that China is to achieve peak carbon by 2030 and carbon neutrality by 2060. Based on the “3060 dual-carbon” goal, how to improve the efficiency of energy performance is an important prerequisite for building a low-carbon, energy-saving, green, and beautiful China. The office performance building studied in this paper is located in the urban area of Turpan, where the climate is characterized by an extremely hot summer environment and a cold winter environment. At the same time, the building is oriented east–west, with the main façade facing west, and the main façade consists of a large area of single-layer glass curtain wall, which is affected by western sunlight. As a result, there are serious problems with the building’s energy consumption, which in turn leads to excessive carbon emissions and high life cycle costs for the building. To address the above problems, this paper analyzes and optimizes the following four dimensions. First, the article creates a Convolutional Neural Network (CNN) prediction model with Total Energy Use in Buildings (TEUI), Global Warming Potential (GWP), and Life Cycle Costs (LCC) as the performance objectives. After optimization, the R2 of the three are 0.9908, 0.9869, and 0.9969, respectively, thus solving the problem of low accuracy of traditional prediction models. Next, the NSGA-II algorithm is used to optimize the three performance objectives, which are reduced by 41.94%, 40.61%, and 31.29%, respectively. Then, in the program decision stage, this paper uses two empowered Topsis methods to optimize this building performance problem. Finally, the article analyzes the variables using two sensitivity analysis methods. Through the above research, this paper provides a framework of optimization ideas for office buildings in extremely hot and cold regions while focusing on the four major aspects of machine learning, multi-objective optimization, decision analysis, and sensitivity analysis systematically and completely. For the development of office buildings in the region, whether in the early program design or in the later stages, energy-saving measures to optimize the design have laid the foundation of important guidelines.