This research explores the impact of urban climate on building energy demand applied on a real case study: Stuttgart City. It presents a multi-scale methodology where numerical thermal simulations are run at building scale while considering the urban thermal environment. The work relies on the numerical tools TEB and TRNSYS, DOE plans and statistics, as well as GIS techniques. The results at both urban and building scales are displayed in graphical form as GIS maps of i) urban warming at street level and ii) of heating and cooling building energy demands. The work required a huge amount of weather and physical data and faced several challenges in their handling due to spatial and temporal high resolutions, urban and building geometrical diversity, inter-scale compatibility issue, partial or insufficient quality of data. The present paper focuses specifically on the methodology developed to cope with this complexity and points out the necessary simplification or abstraction steps towards a viable and proper quantification of urban and building thermal conditions and their energy demand consequences. The relevance and feasibility of a multi-scale and extensive climate-related study is thereby demonstrated.