Kazakhstan is country rich in energy resources, but to raise the living standards of the country’s population, the government regulates prices of heating energy, which are significantly lower comparing to those in the global energy market. Such an approach encourages the construction of residential buildings without concern for their energy efficiency, which significantly increases energy consumption in the sector and leads to the increase of greenhouse gas emissions into the environment. Therefore, the aim of this study was to analyze the impact of regulated low prices of heating energy on long-term energy use in buildings, to determine optimal levels of building thermal insulation at current energy prices and following global energy price trends, and to demonstrate the impact of more efficient building thermal insulation on heating energy consumption from a long-time perspective. The cost-optimal method used in EU countries was chosen for the optimization of building thermal insulation and energy consumption to compare the impact of energy prices on the optimal thermal insulation of buildings. The results of the study showed that maintaining low energy prices hinders the implementation of energy-efficient solutions in buildings and does not provide an economic justification for prolonging the heating season by ensuring the quality of the indoor microclimate. As a practical result of this study, a recommendation was made to introduce optimal thermal insulation requirements in building regulations and to redistribute part of the energy subsidies for implementation of energy-efficient measures in the residential building sector.