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Increasing the insulation thickness in residential buildings leads to the reduction of operational CO2 emissions but simultaneously increases the embodied CO2 due to the insulation material. The environmentally optimum insulation thickness exists at a point where the total CO2 emissions are minimum. This work presents the optimum insulation thickness for external walls of different composition and orientation, for both the heating and the cooling period. Three different wall types and insulation materials are being presented. The dynamic thermal behavior of the external walls simulation is based on the heat conduction transfer functions method and using the hourly climatic data available for the city of Athens, Greece. The optimization methodology uses a single objective function approach, combining the simulation of the thermal behavior of external walls with an optimization algorithm. The results indicate that the optimum insulation thickness varies from 11.2 to 23.4 cm and is different for each orientation, wall type, and insulation material. In addition, the total annual CO2 emissions per unit area of the wall can be reduced by 63.2%-72.2%, depending on the insulation material and its position on the wall.