The development of smart buildings, as well as the great need for energy demand reduction, has renewed interest in building energy demand prediction. Intelligent controllers are a solution for optimizing building energy consumption while maintaining indoor comfort. The controller efficiency on the other hand, is mainly determined by the prediction of thermal behavior from building models. Due to the development complexity of the models, these intelligent controllers are not yet implemented on an industrial scale. There are primarily three types of building models studied in the literature: white-box, black-box, and gray-box. The gray-box models are found to be robust, efficient, of low cost computationally, and of moderate modeling complexity. Furthermore, there is no standard model configuration, development method, or operation conditions. These parameters have a significant influence on the model performance accuracy. This motivates the need for this review paper, in which we examined various gray-box models, their configurations, parametric identification techniques, and influential parameters.