Precise meanings of thermophysical processes taking place in air gaps have decisive importance in composite cladding structure systems’ calculation and modeling. The climatic load conditions in Kazakhstan can significantly affect the microclimate of premises in general. In this work, a review study is carried out to obtain the relevant scientific literature on enclosing structures with air gaps under various climatic conditions. The review mainly covers research institutes from Sweden, Norway, France, Saudi Arabia, Russia, and China. On the issue of the air gap parameter’s influence on thermophysical processes, 16 papers were analyzed, and on the issue of air infiltration, 12 papers were analyzed. However, the review shows a lack of research in this area under various climatic conditions. At the same time, experience has shown that the principle of multilayer protection from climatic influences creates a favorable microclimate in buildings, but due to a possible temperature drop, wall structures made of composite building materials can be quite favorable under some conditions, and under others they may be less favorable. Therefore, working out a new energy-saving design with air gaps for climatic conditions with large temperature fluctuations during summer and winter is an urgent task.