The population growth, rising living standards, and climate change impacts will considerably affect the energy needs for the built environment in the coming decades. Because of the climatic changes, the shift in humidity levels and dry/wet bulb temperatures would change the required energy to maintain the same spatial comfort conditions. Furthermore, the heating load may be lowered due to the higher winter temperatures; however, the cooling load will be significantly augmented for some regions. Thus, it is imperative to quantify the impacts of building heating and cooling loads concerning climate change. This will help emphasize increasing energy capacity, improving efficiency, and developing energy policies to reduce and adapt to the climate change implications. The present study focuses on analyzing the recent works addressing and exploring the effects of climate change on the built environment’s energy consumption. This paper examines and discusses the accepted approaches and projections of building energy change. The survey shows that the estimations of heating/cooling loads are significantly affected by the type of building, city, and other regional factors. Finally, the challenges associated with predicting building energy requirements are presented and discussed.