To investigate the impact of climate difference on the energy performance of office buildings in cold regions of China, Morris method was adopted to conduct a sensitivity analysis on the influence parameters of building indoor environmental construction loads in Beijing, Lanzhou, Kashgar, and Lhasa. Loads distribution was obtained to reflect the load differences among the four cities, and sensitivity and correlation were adopted to describe the regional differences in the influence of parameters on load so as to optimize the building load according to the correlation determination. Results show that the load level in Lhasa was lower than others, and was significantly affected by radiation-related parameters, where the sensitivity of solar absorptance of external wall and roof structures could be close to the average heat conductivity of corresponding structures. High sensitivity ranking parameters (internal loads and set-point temperatures) and some low ranking parameters (structure parameters dominated by heat conduction) had the same optimal value in different regions, while the optimal values of SHGC and WWR generally showed regional difference, orientation difference, and uncertainty. Only Lhasa and Kashgar had the same optimal value for SHGC (0.52) and WWR (0.25) in all orientations. In addition, compared with the optimization solution of NSGA-Ⅱ (200 generations, 10 populations/generation), the optimizagtion of building load based on Morris sensitivity analysis was not only slightly better but could save at least 1/3 of total time consumption. This study reveals that the local climate difference in cold regions has a significant impact on building loads, while Morris sensitivity analysis can analyze this difference and quickly optimize the building energy consumption performance in design stage.