The diversity of urban environment and design parameters makes the shopping center's heating and cooling loads have multiple uncertainties. Through the sensitivity analysis of three typical shopping centers in two urban environments, this paper aims to determine the key design parameters in cold region. Latin Hypercube Sampling was used to obtain 200 design combinations. Based on uncertainty and sensitivity analysis, the cooling and heating load fluctuations of the shopping center and the sensitivity ranking of 16 design parameters were obtained. Uncertainty analysis shows that the design parameters cause the HVAC (heating, ventilation and air conditioning) load to fluctuate up to 62.3%, and the change in heating load is 5 times of that in cooling load. Sensitivity analysis shows that the entrance wind speed, the ratio of skylight area to roof area, and roof U-value are three important design parameters that affect the building HVAC load of shopping centers in cold region. The urban environmental impact shows that the demand for cooling load in the high-density area is lower than that in the low-density of the city. Meanwhile, the sensitivity of the window solar heat gain coefficient is significantly higher in the open areas than in the high-density built areas.