The purpose of this paper is to obtain the optimal filling scheme for improving thermal performance of the prefabricated sintered hollow wallboard considering both summer and winter conditions, and achieve self-insulation. Effects of different measures of installing separated paperboard, filling Phase Change Material (PCM) and Thermal Insulation Material (TIM) in the prefabricated wallboard are studied by experiment and COMSOL numerical methods. Firstly, the paperboard is installed in the middle of all cavities to reduce convection heat transfer. The experiment results show that average peak heat flux of the exterior surface in the three test days decreases by 5.25 W/m2 after installing the separated paperboard. Secondly, different filling positions (inner, middle, and outer cavities) and different phase change temperatures (23°C–27°C, 28°C–32°C, and 33°C–37°C) are discussed by COMSOL numerical model in summer condition, and the model is verified by the experimental data. Results show that better scheme is PCM (28°C–32°C) filled in the middle cavities of the prefabricated wallboard, which can increase the delay time and the attenuation factor of interior surface temperature by 2.92 h and 13.66, respectively, compared with no filling scheme. Finally, based on the optimal PCM filling scheme, schemes filled with TIM in different position of other cavities are also analyzed to further improve thermal performance of the prefabricated wallboard throughout the year. Results show that PCM (28°C–32°C) filled in the middle cavities and TIM filled in inner cavities has better effect in summer, and TIM filled in both inner and outer cavities is much better in winter. The evaluation indicators of the two better schemes in summer and winter are compared comprehensively, and the difference is not obvious. The results can provide optimal filling scheme and theoretical guidance for improving thermal performance of the prefabricated sintered hollow wallboard in hot summer and cold winter climate.