Novel thermal insulation materials and wall configurations have the potential to play a major role in reducing energy demand and carbon emissions from the building sector. In this study, a passive heating wall system composed by a CO2-filled transparent thermal insulation (TTI) and an organic phase change material (PCM), and a passive cooling system composed by a Tromble Wall with nano-film and a CO2-filled TTI are proposed and evaluated. The aim is to present a detailed analytical model for rapidly calculating thermal performance of the proposed wall configurations. As case study, a 108 m2 south façade of a building located in Mexico has been used. Outputs suggest that as a passive heating measure, the system has the potential to supply heat in the order of 118 W, 126 W, 134 W, and 157 W, during the months of December, January, February, and March respectively. Additionally, thermal performance and air velocity simulations suggest that for the heating case, considering an outdoor and indoor temperature conditions of 0 °C and 21 °C respectively, the internal layer surface reaches a temperature of 9.2 °C; while for the cooling case, considering outdoor and indoor temperature conditions of 25 °C and 21 °C respectively, it reaches 22.5 °C with a maximum indoor air velocity of 0.5 m/s. Compared to other gases, CO2 could hold a greater potential due to its low thermal conductivity and capital costs. Large-scale implementation of such systems could make the building sector an interesting option as an artificial sink for carbon storage.