The reduction of thermal gains in summer and heat loss in winter is ensured through the enhancement of thermal insulation and the thermal inertia of building envelopes. This study aims to exploit local materials from the Saharan region of Algeria, particularly from the Ouargla region, to construct building envelopes with high thermal resistance and inertia at minimal cost. The objective is to evaluate the current insulation methods in Algeria, which primarily use an air gap between two walls, and compare them with local insulating materials such as palm fibers, Drinn, and sheep wool, specifically for hot and arid regions. An experimental setup was designed, comprising two walls: an outer wall with a thickness of 15 cm and an inner wall with a thickness of 10 cm, with a 5 cm air gap in between, resulting in a total multilayer wall thickness of 30 cm. In this experimental study, palm fibers, Drinn, and sheep wool were inserted into the 5 cm gap between the two walls, replacing the conventional air gap. The results demonstrated an improvement in the thermal resistance of the multilayer wall with Drinn, sheep wool, and palm fibers compared to a conventional multilayer wall with an air gap. This improvement was reflected in the reduction of overall heat flux during the 10-hour experiment. The reductions in heat flux for Drinn, sheep wool, and palm fibers were 54.80%, 54.22%, and 25.99%, respectively. Sheep wool and Drinn provided nearly the same reduction in overall heat flux, but due to the higher cost of sheep wool, Drinn emerges as the best insulating material in terms of the insulation efficiency-to-cost ratio.