Cities often show nighttime air temperatures higher by 3-4 degrees C than adjacent non-urban areas. This yields to cooling loads in average higher by 13% for urban than rural buildings. Here we assess the hygrothermal performance and the heating and cooling loads of a reference building representative of the Italian stock. We compare its performance calculated with hourly urban weather data (2002-2008) with the performance of the same building using a rural dataset instead. Milan's Urban Heat Island reduces the heating loads by 12% and 16%, for the non-insulated and insulated building, respectively, while the cooling loads are increased by 41% and 39%. The urban building also shows dehumidification loads 74-78% lower than the rural building. Moreover, during the 2003 heat wave, the indoor air temperature is computed to be 1.5 degrees C-2.2 degrees C higher in a non-conditioned urban building than in the rural one. This increases the wakefulness, occupants' vulnerability to overheating, and impacts the overall hygrothermal performance. Our findings highlight the need of a different design concept for urban with respect to non-urban buildings, even though they are, by law, in the same climate zone. (C) 2016 Elsevier B.V. All rights reserved.