To realize the goal of net zero energy building (NZEB), the integration of renewable energy and novel design of buildings is needed. The paths of energy demand reduction and additional energy supply with renewables are separated. In this study, those two are merged into one integration. The concept is based on the combination of photovoltaic, thermoelectric modules, energy storage and control algorithms. Five types of building envelope systems, namely PV+TE (S1), Grid+TE (S2), PV+Grid+TE (S3), PV+Battery+TE (S4) and PV+Grid+Battery+TE (S5) are studied, from aspects of energy, economic and environmental (E³) performance. The new envelope systems can achieve thermal load reduction while providing additional cooling/heating supply, which can promote advance of NZEBs. It is found that there is a typical optimum setting of thermal energy load for each one of them with minimum annual power consumption. Except for the S1 system, the rest can realize negative accumulated power consumption in a year-round operation, which means the thermal load of building envelope could be zero. The uniform annual cost for S1 to S5 under interest rate of 0.04 are 19.78, 14.77, 23.83, 60.53, 64.94 ＄/m², respectively. The S5 system has the highest environmental effect with 3.04 t/m² reduction of CO₂ over 30 years of operation.