Applications of Infrared Thermography in buildings surveys are not limited to the identification of the temperature distribution and heat losses on building envelopes. As it is well known from NDT testing in industrial applications, active IR thermographic methods such as heating-up/cooling-down or lock-in thermography improve the results in many investigations. In civil engineering these techniques have not been used widely. Mostly, thermography is used in a quasistatic manner. This paper illustrates a new approach to achieve, by the lock-in technique, an in depth view of the structure of the wall evidencing the presence of buried elements, interfaces and cracks. The idea is to take advantage of the periodic heating and cooling of earth surface due to the alternating of day and night. The corresponding thermal wave has a period equal to 24 hours that can probe the walls of buildings with a penetration depth of the order of some centimeters. The periodic temperature signal is analysed to extract amplitude and phase. It is expected that the phase image gives the indication of inhomogeneity buried in the wall structure. As a case study, the exterior surface of Palazzo Ducale in Venice is analysed and illustrated. In addition to IR images, visible electromagnetic band is considered to evaluate the strength of the solar radiation and the geometrical distortion. Indeed, the periodicity due to the Earth rotation is only approximately of 24 hours. The passing clouds or the possibility of rainy days can superimpose other heating or cooling frequencies to the main one. The Fourier analysis of the impinging radiation on the wall is performed. The façade of Palazzo Ducale is tiled with stone of two different colours and types. A final attempt to automatically classify the stone tiles in the visible and infrared images is conducted.