Existing buildings often have low energy efficiency standards. For the preparation of retrofits, reliable high-quality data about built-in materials is required. Contactless measuring technologies, especially microwave radar, have the potential to enable an easy-to-apply and automatable way to analyse the structures and thermal properties of existing building walls, but the relationship between materials, their thermal properties, and their electromagnetic properties, such as the permittivity, is needed for its application. This article presents an analysis of the relationship between electromagnetic and thermal properties for a variety of building materials. Systematic measurements were performed for samples (burnt clay bricks, calcium silicate bricks, autoclaved aerated concrete and lightweight concrete) mainly originating from demolished buildings. The thermal conductivity, thermal capacitance, and dielectric permittivity were measured and the hypothesis of a correlation between permittivity and thermal parameters was partly confirmed. This information is a prerequisite for using microwave radar sensing technology to determine heat transfer coefficients of existing building walls. The next research step is the development of a corresponding measurement and evaluation method.