In the context of global warming, the focus on applying and researching double–skin facade (DSF) systems to reduce energy consumption in buildings has significantly increased. However, researchers have not thoroughly examined the performance and applicability of DSFs in severe cold regions with high winter heating demands. This study aims to evaluate the potential application of DSFs in the harsh cold cities of Northwest China and investigate their role in enhancing energy efficiency in large public buildings. Through energy consumption simulation and a comprehensive evaluation using the TOPSIS entropy weight method, the effects of applying 20 DSF schemes in four cold cities in Xinjiang (Kashgar, Urumqi, Altay, and Turpan) were analyzed. The experimental results indicate that the average EUI energy–saving rates in Kashgar, Urumqi, Altay, and Turpan are 64.75%, 63.19%, 56.70%, and 49.41%, respectively. South–facing orientation is deemed optimal for DSF in Xinjiang cities, with the highest energy–saving rate reaching 15.19%. In Kashgar, the energy–saving benefits of west–facing DSF surpass those of north–facing DSF. Conversely, the order of orientation benefits for other cities is south, north, west, and east. An analysis of heating, cooling, and lighting energy consumption reveals that Box Windows exhibit superior heating energy efficiency, while Corridors are more effective for cooling. This characteristic is also evident in the optimal installation orientation of various types of curtain walls. Given the relatively higher demand for heating compared to cooling in urban areas, Box Windows yields significant benefits when facing south, west, or north; conversely, if there is a high demand for urban cooling, Corridors should be considered in these three directions. Multistorey DSF systems are suitable for east–facing buildings in Xinjiang cities. Selecting suitable DSF schemes based on specific conditions and requirements can reduce building energy consumption. The research findings offer theoretical guidance for designing and implementing DSF in diverse cities in cold regions.