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The characteristics of the envelope of a building determine, together with other factors, its consumption of energy. Additionally, the climate zone and insulation material may vary the minimum insulation thickness of walls and roofs, making it different, according to cooling down or warming up the home. Spanish legislation establishes different maximum values for energy demand according to different climate area both for heating and for cooling. This paper presents the results of a study that determines the influence of many variables as the climate zone or the orientation, among others, in the optimization of thickness insulation in residential homes in Spain to reduce the CO2 emissions embodied. To do that, 12 representative cities in Spain corresponding to different climate zones, four orientations, two constructive solutions, and four different configurations of the same house have been combined, for three different hypotheses and four insulation materials, resulting in 4608 cases of study. The results show that, under equal conditions on energy demand, the optimal insulation requirements are determined by heating necessities more than by cooling ones. In addition, a higher insulation thickness need does not necessarily mean more CO2 emissions, since it can be compensated with a lower Global Warming Potential characterization factor that is associated to the insulation material. The findings of this study can serve to designers and architects to establish the better combination of the variables that are involved in order to minimize the CO2 emissions embodied during the construction phase of a building, making it more energy efficient.