This paper gives an overview of modern, innovative insulation materials that already have effective application in the construction industry, as well as new materials and innovative technologies in the research, which will soon meet the high set criteria of energy efficiency of buildings. Featured are ''STATE-OF-THE-ART'' materials such as Vacuum insulation panels (VIP), Phase Changing Materials (PCM), Aerogel and Gas Filled Panels, which are already in use. Furthermore, presented an Advanced Insulation Materials (Advanced Insulation Material-AIM), such as Vacuum Insulation Materials (VIM), Gas Insulation Materials (GIM), Nano Insulation Materials (NIM) and Dynamic Insulation Materials (DIM). Thus, nanotechnology and possibilities of thermal insulation of building with materials of the future are explored in this paper. Greater emphasis is placed on the Vacuum Insulation Panels, Phase Changing Materials, and Nano Insulation Materials. ICF (Insulation Concrete Form) technology performance of concrete walls and slabs with constant insulation formwork was analyzed, which in the concept of energy-efficient single-family houses realizes CEMGRA.doo company (CEMEX Inc., Kaštel Sućurac), from the their viewpoint of energy efficiency. Possible structural integration of new insulating material in the system are presented, in particular Vacuum Insulation Panels, which can certainly be a topic of new projects and research in this field. The assessment of application possibilities of other insulating materials, such as PCM, integrated in the same, are also presented. A comparison with traditional insulation materials are featured, as well as the advantages, disadvantages and the possibilities of improving new materials. The physics and ways of heat transfer are clarified, in order to understand the concept of action of new insulation materials.