Additive manufacturing has introduced new possibilities for the construction sector, especially regarding the rapid and precise production of customised 3D-printed concrete panels. This customisation offers the possibility of adapting the formal volumetry to the performance requisites, such as thermal behaviour, guaranteeing that these panels achieve the required energy and thermal performance specified by the standards. This paper highlights recent advancements in materials – such as phase change materials (PCMs), lightweight aggregates, and innovative mortar mixes – while examining how generative design methods integrate these developments to enhance thermal characteristics.  A bibliometric analysis to identify prevailing research themes was outlined, showcasing how key studies have approached thermal optimisation from both experimental and computational perspectives. Our findings indicate that combining concrete mixtures with parametric modelling can produce lightweight, high-insulation walls that maintain acceptable structural integrity. However, most existing studies are constrained to laboratory-scale experiments, underscoring the need for large-scale testing and real-world validation. While integrated approaches that address thermal, structural, and sustainability objectives are emerging, further research is needed to align these aspects within comprehensive multi-objective frameworks. Future directions incorporate full-scale demonstrators, advanced simulation tools, and synergistic material design processes to address these challenges. By validating performance under real-life environmental conditions and bridging the gap between theory and practice, the construction sector can fully exploit the benefits of 3D-printed building envelopes. Ultimately, an integrated approach – combining innovative materials, generative design, and experimental validation – can establish thermally efficient, sustainable, and structurally sound solutions for the next generation of construction.