Although the air-conditioning intermittent operation is widely used in buildings, more attention is focused on the air-conditioning continuous operation in the whole building to simplify energy conservation design, and thereby, the operation method inconsistence of air-conditioning must lead to the large difference between actual value and design value of energy consumption. According to this situation, in order to explore the wall energy conservation difference under the continuous and intermittent operation of air-conditioning, a experiment is built to analyze the effect of the thermal insulation layer location on wall dynamic thermal response rate. Experimental result shows that under the air-conditioning intermittent operation, wall cold storage is the main source of air-conditioning load formed by walls and the wall internal layer has the significant effect on the wall dynamic thermal response performance. And the closer to wall inner surface for the thermal insulation layer, the lower the inner surface temperature and the higher the wall thermal response rate. Meanwhile, the internal thermal insulation wall has the smallest heat flow value, which is less 35–86% than external thermal insulation wall and the sandwich thermal insulation wall, although they have the same heat transfer coefficients.