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Buildings with excellent thermal performance offer numerous benefits, including reduced energy consumption for climatization, minimized environmental impact, and enhanced comfort for occupants. In regions with extreme temperatures, like the United Arab Emirates (UAE), the importance of thermal efficiency is even more pronounced. Therefore, this study evaluates the thermal performance of two 3D printed structures in the UAE by employing experimental and theoretical analyses of their U-values following ISO 9869:1 and a thermal bridge analysis in accordance with ISO 6781. The investigated 3D printed structures utilized different insulation approaches, which led to valuable conclusions. Uninsulated large cavities in 3D printed walls adversely affect their thermal performance. Filling these cavities with insulating materials could reduce the U-value by up to 60%. Similarly, adding a continuous exterior insulative layer improves the U-value while minimizing thermal bridge risk. Thermal bridges were most problematic at the joints between 3D printed sections, embedded structural elements, and around doors or windows. These insights underscore the significance of thermal optimization and advocate for the adoption of 3D printing in construction to achieve energy conservation and environmental responsibility. Implementing the study’s conclusions can potentially drive the development of more energy-efficient 3D printed buildings.