Exploring changes of building energy consumption and its relationships with climate parameters can provide basis for energy-saving and emission reduction. Heating and cooling energy consumption of commercial building and heating energy consumption of residential buildings with different energy saving levels in Tianjin from 1961 to 2009 were simulated. Also, extreme energy consumption threshold was determined by percentile method. The interannual changes of extreme energy consumption and their relationships to climate change were analyzed. The results showed that: Days of extreme heating load in the heating period for commercial building significantly decreased during the recent 49 years, whereas no apparent variation but large interannual fluctuations for extreme cooling load. The contribution of extreme heating load to total heating load significantly decreased, and weak decline (but no significant change at the 0.05 level) was found in the contribution of extreme cooling load to total cooling load. Days of extreme heating load for the first-stage energy saving residential building and its contribution to total heating load showed significant decrease, but extreme heating load days occurred only in 7 years for the second-stage residential building. No extreme heating load was found for the third-stage residential building. The stepwise linear regression suggested that mean temperature was the dominant factor for affecting extreme heating load in winter of commercial and residential buildings, whereas extreme cooling load of commercial building was mainly affected by wet bulb temperature. This study indicates changes of extreme energy consumption and its different responses to climate change at different periods should be considered when energy saving is made in two aspects of the design and operation for commercial and residential buildings. The effect of extreme cooling energy consumption on safe operation of air-conditioning systems should also be paid more attention. Additionally, the improvement of energy saving not only reduces energy consumption of residential building, but also apparently decreases the days of extreme energy consumption, which may be beneficial to residential building energy saving.