The potential of utilizing geopolymer concrete (GPC) walls containing microencapsulated phase change material (MPCM) in buildings at different environmental conditions has been investigated. The effect of climate conditions (temperature, solar radiation) and MPCM design (shell thickness, concentration) on the energy efficiency of buildings was systematically analyzed based on numerical calculations utilizing the finite differences method with an energy balance approach. The energy efficiency of buildings was found to increase at higher levels of MPCM addition and for thicker concrete walls. When the outdoor temperature is higher than the indoor temperature, increasing the maximum solar radiation causes a higher power consumption, a lower power reduction, and accordingly a reduced energy efficiency of the buildings. Utilizing a PCM with a melting temperature close to the average outdoor and indoor temperatures has a positive effect on enhancing the energy efficiency of buildings. Numerical calculations were used to evaluate the efficiency of using GPC containing two different types of MPCM (PS-DVB/RT27 with a paraffin Rubitherm (R) RT27 core and a shell of polystyrene cross-linked with divinylbenzene and MF/PCM24 with a paraffin mixture core and a melamine formaldehyde polymer shell) at the environmental conditions of Oslo and Madrid throughout one year. It was found that a significant reduction of the annual power consumption for heating/cooling can be achieved in both Oslo and Madrid. It was also found that the wall orientation and the season have significant effects on the power consumption and power reductions. The GPC containing MPCM was found to exhibit better performance in Madrid than in Oslo. The developed model can be used as a quantitative tool to design MPCM-concrete walls in different climates.