In the UK, buildings contribute about one third of the energy-related greenhouse gas emissions. Space heating and cooling systems are among the biggest energy consumers in buildings. This research aims to develop a novel Building Energy Management System (BEMS) to reduce the energy consumption of the heating, ventilation and air-conditioning (HVAC) system while fulfilling each occupant' thermal comfort requirement. This paper presents a newly developed novel method, Epistemic-Deontic-Axiologic (EDA) Agent-based solution to support the Energy Management System meeting the dual targets of occupant thermal comfort and energy efficiency. The multi-agent solutions are applied to the BEMS. The problem decomposition method is used to define the architecture of the system. The Epistemic-Deontic-Axiologic (EDA) agent model is applied to develop the rational local and personal agents inside the system. These EDA-based agents select their optimal action plan by considering the occupants' thermal sensations, their behavioural adaptations and the energy consumption of the HVAC system. The Newly-developed personal thermal sensation models and group-of-people-based thermal sensation models generated by support vector machine (SVM) based algorithms are applied to evaluate the occupants' thermal sensations. These models are developed from the data collected in a real built environment. Simulation results prove that the newly-developed BEMS can help the HVAC system reduce the energy consumption by up to 10% while fulfilling the occupants' thermal comfort requirements.