This paper proposes an innovative self-shading rain-screen cladding module. Various materials and geometries were explored, and the use of a reflective nanotechnology coating was also evaluated. Multidisciplinary research was conducted, which involved the technological definition of the construction details, the mechanical verification of the anchors, the energy optimisation of the panel shape through solar path evaluations, experimental measurements of the thermal performance during the summer period, and the comparison of construction costs. The main results showed that the aluminium-designed module with a flat surface and reflective coating is the best-performing alternative and provides 9 ℃ lower surface temperatures of the wall behind than a traditional white plastered wall.