The window insulation always plays an important role in building design and thermal comfort, it is one of the main parts needed to be optimized in building envelop. Window insulation is a basic element which can decide the insulation capacity. The large heat loss from the window is the main part of wasting energy, and simultaneously, there is also difficult to explore the new energy source and to improve the current heat generation device efficiency in this energy crisis century. Therefore, building a proper insulated window system is a good approach to keep an acceptable indoor climate as well as to reduce energy use and negative climate effects. On the other hand, there are amounts of old houses and poorly design houses all over the world either in a well developed country or a developing country. Therefore it can form a better atmosphere to optimize the window worldwide. The aim of the thesis is telling the reader what kind of optimization can be done to get better window insulation. This thesis starts with a briefly introduction to give the basic knowledge of heat loss from windows, and then shows the heat loss level in comparison with other parts of building. Afterwards it gives the optimization strategy to make good window glazing and window frames. For frame design, the hollow frame material property and the benefits of insulants filling window system are described. There are still some problems which exist for the energy efficient windows, such as condensation problem. The thesis also shows this kind of problem and the solution approach.