The building sector is one of the largest consumers of natural resources and energy in the world. Strategies to improve the energy efficiency are a solution to improve the performance of a building. However, in most cases, such strategies are assessed only at the operational phase of a building. The life-cycle energy analysis can be an important tool to allow choosing the best strategy. The objective of this paper is to assess the energy performance of four window shading systems in a house using life-cycle energy analysis. Life-cycle cost analysis was also used to determine not only the most energy-efficient strategy, but also the most economically feasible one. A house located in Florianópolis, southern Brazil, was evaluated based on a 63-year lifespan. The four window shadings analysed were: punctured concrete blocks, aluminium double sliding shutters, PVC roller shutters and wooden double open shutters. The EnergyPlus computer programme was used to estimate only the annual energy consumption for air-conditioning with and without the shading strategies. National and international databases were used to perform the life-cycle analysis. For the life cycle cost analysis, the cost of each strategy was obtained through a survey in local stores. The average inflation rate in the last ten years in Brazil was used to estimate the future costs. The results showed that the use of wooden double open shutters and PVC roller shutters are the most suitable solutions for window shading, both in terms of energy and costs, if they are not replaced during the lifespan of the building. This paper pointed out the need of using the proposed methodology to assure the right choice of strategies for energy efficiency in buildings.