This article addresses the nexus of intense urbanization, building energy and air pollution, a topic minimally explored in the literature. The urban heat island effect on building energy demands for cooling and heating is investigated for Beijing through observations and modeling with a coupled Building Effect Parameterization-Building Energy Model and a single building energy model. The average urban heat island intensity in Beijing during summer is approximately 2.02 K, and in winter, this value reaches 3.41 K. The models used for the investigation are forced with observations from two meteorological towers, one located in downtown and the other in the outskirt. Model validation is conducted for environmental variables and for building energy demands against surface weather observations and actual electricity data, showing good agreement in all cases. Results for a 6-storey office building indicate that cooling energy use in the urban area is 36.53 Wm(-2) (30%) higher than the suburban area during summer, while heating energy use is 95.29 Wm(-2) (23%) lower than the suburbs during winter. Residential building shows similar results, with smaller differences in cooling and heating energy use, about 9.14 Wm(-2) (17%) and 92.71 Wm(-2) (20%), respectively. Analysis of clear and polluted winter days shows the impact-chain of air pollution - urban heat island - heating energy use. Heating energy demand is reduced in the urban area during polluted days, corresponding to an enhanced heat island, which may be attributed to a stronger inversion and a lower wind speed.