Seaport buildings have been affected by marine moisture for a long time, but most of the wall thermal insulation studies have not considered the moisture transfer effect of the wall structure. Therefore, considering the moisture transfer function of the wall structure and the energy consumption of solar radiation, based on the energy cost analysis, the paper puts forward the research on the wall thermal insulation and energy-saving technology of the harbor building based on the energy cost analysis. Grey clustering is used to analyze the project cost and environmental benefits to determine the index weight. By using two kinds of thermal insulation materials and three kinds of insulation positions, the thermal performance and condensation characteristics of the wall are analyzed. It is found that increasing the thickness of the insulation layer is conducive to reducing the heat loss of the wall. Extruded polystyrene foam (XPS) thermal insulation material is better than expandable polystyrene board (EPS) insulation material, while EPS is more economical and energy-saving than XPS.