Energy micro-piles (EMPs) constitute a promising emerging technology, able to provide both energy and structural retrofitting to existing buildings. Although a number of studies have been published on the energy performance of standard energy piles (EPs), bespoke analysis is required for EMPs due to their different geometry and peculiar design and site constraints. In this work, a parametric study is carried out by means of numerical Finite Element simulations complemented by statistical analysis, aimed at identifying the dominant parameters in maximizing EMP thermal efficiency. Two categories of parameters, namely design-dependent and site-dependent ones, are separately considered to provide guidance for practitioners on both detailed geothermal sizing and overall feasibility assessment. The parameter space is efficiently explored resorting to Taguchi Experimental Design statistical tools. Results show that different design criteria to those for EPs should be used for EMPs. Notably for the latter, contrary to the former, the diameter of heat exchanger pipes emerges as one of the most important factors promoting thermal efficiency, while being the single easiest parameter to engineer. On the other hand, while maximizing the number of U-pipes and pile diameter is crucial for EPs, it does not impact the energy performance of EMPs, due to geometry constraints and the expected occurrence of thermal interferences. Among site-dependent factors, a large ground thermal conductivity is confirmed as an important feature to ensure a high energy performance, while interesting insights are obtained about the role of basement thermal insulation in the long-term EMP thermal output.