Architectural external shading is an important measure for building energy saving, but single and improper shading may hinder the heat insulation, lighting, ventilation and vision of the room, and reduce the comfort of indoor environment. With the aim of comprehensive energy saving, this paper put forward the optimal design method of architectural external shading. Taking Chongqing as an example, based on the analysis of climate characteristics, the exterior shading forms of south and west orientation with good comprehensive performance were studied. Simulating the general office space to build an experimental platform of composite external shading, its insulation, shading, lighting and ventilation effects were tested and inspected. The results show that the optimized external shading devices have good lighting, ventilation and vision effects as well as obvious cooling effect.