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In warm climates with high levels of solar irradiation, solar shading plays a determinant role on buildings’ envelope performance, both during summer and winter conditions. In this research, an evaluation of the solar shading effect on sunny façades through IR thermography non-destructive testing was performed. Sunny and shaded areas revealed temperature differences of 7.4 °C in summer conditions and up to 1.2 °C in wintertime. Moreover, solar shading was shown to be beneficial not only for decreasing surface temperature in summertime but also for reducing convective air flow in wintertime. In addition, it was found that the prevalence of dense shadows, especially with non-reflective materials in louvres, is favorable. External Thermal Insulation Constructive Systems (ETICS) must be shadowed and the use of clear colors is recommended to reinforce homogeneity in the surface in wintertime and reduce solar absorptance in summertime. Under steady-state calculations, thermal losses can be reduced up to 30% at night in wintertime and up to 50–60% at daytime in summertime because of the shadowing. However, another important finding lied in the confirmation of the performance gap that arises between using air temperature, sol-air temperature and the actual surface temperature data, in such a way that the two former implied high levels of inaccuracy and overestimated the performance of the buildings compared to the actual behavior. Some of the main conclusions can be extrapolated to other circumstances.