The best choice of energy efficient envelope from variety of available materials is still the challenge. Therefore, the attempt of thermal performance multi-criteria evaluation of some building materials of natural origin for energy-efficient envelopes is conducted in present paper. Such types of walls from natural energy-efficient materials are considered in comparison assessment: hempcrete, adobe, strawbale panel, earthbag, cordwood, SIP (plywood+ecofiber), hempcrete+straw and energy efficient block. The influence of thermal inertia time, internal areal heat capacity, as well dimensionless index of thermal inertia D, the total thermal resistance of the walls Rtot-value, mass of the wall assembly and its cost have been taken into consideration as important influence factors. The multi-criteria numerical assessment of envelope’s energy efficiency potential was performed by two popular methods – Analytic Hierarchy Process (AHP) as the subjective weighting method and Grey Relation Analysis (GRA) as the objective weighting method. Both of methods allow to arrange the alternatives and could be applied as decision support tools in decision making (DM) process of choosing the best alternative in terms of multi-criteria assessment. For more objective analysis, by taking into account the variety of physical and physical-mechanical parameters of the wall assembly material, the concept of generalized index of the envelope energy efficiency potential is proposed. Conducted research has shown that the best envelope type in terms of of generalized index of energy efficiency potential has the hempcrete wall and hemcrete+straw wall, almost three times smaller has the wall of the earthbags. The walls from adobe, cordwood and strawbale panels have practically the equal value of generalized index of energy efficiency potential. It could be observed that AHP method shown more inhomogeneous results, than GRA. The possible reason for that is the difference in evaluation attitude in techniques - AHP is considered as the subjective method with pairwise comparison matrixes, while GRA is objective method of comparison.