Finding cost-optimal solutions towards nearly-zero energy buildings in accordance with the Energy Performance of Buildings Directive (EPBD) is a challenging task. In order to reach the 20-20-20 targets, EU energy policy has introduced new ambitious levels for the large-scale spread of nearly-zero energy buildings (nZEBs) and the concept of the cost-optimal level, defined as the energy performance level, which leads to the lowest cost during the estimated economic lifecycle of the building. Consequently, building design has begun a challenge involving both energy targets and economic concerns. The aim of this research is to analyze an example building of a new single family house, using the cost-optimal methodology, in order to define how energy and economic aspects influence the preliminary design phase of the project and, in particular, the choice of the performance features of some components of the project itself, such as envelope elements and systems. The impact on energy performances of different configurations for the building envelope and heating, ventilation and air conditioning (HVAC) systems was assessed with the dynamic simulation software EnergyPlus. Finally, the costs of the different design scenarios were estimated, according to the European Standard EN 15459:2007 to establish which of them had the lowest global cost and, consequently, represents the cost-optimal level for the design configurations analyzed. In order to test the stability of the results obtained, different sensitivity analyses were carried out.