Due to the current environmental situation, saving energy and reducing CO2 emission have become the leading drive in modern research. For buildings that require heating, one of the solutions is to optimize a thickness of their thermal insulation and thus improve energy efficiency and reduce energy needs. In this paper, for a small residential house in Serbia, an optimization in the thickness of its thermal insulation layer is investigated by using EnergyPlus software and Hooke-Jeeves direct search method. The embodied energy of thermal insulation is taken into account. The optimization is done for the entire life cycle of thermal insulation. The results show the optimal thickness of thermal insulation that yields the minimum primary energy consumption. (C) 2014 Elsevier Ltd. All rights reserved.