The challenges of a warm climate on urban buildings’ energy needs for space conditioning are discussed by assessing the impact of intra-urban microclimatic changes, also called urban heat islands (UHI). This article analyzes the results of a simulation study on the energy consumption required for heating and cooling a small office building within five intra-urban microclimatic conditions of the Chicago metropolitan area. The study simulated a small office building per ASHRAE Standard 90.1-2013 with a whole-building energy simulation program and weather files that accounted for climatic changes due to urban development and synoptic weather conditions for selected locations. The results confirm that heating load decreases and cooling load and overheating hours increase as the office location moves from rural (less developed) to urban (developed) sites. However, these changes are influenced by the location’s distance from downtown and from Lake Michigan. The article shows that prominent intra-urban climatic variations are an important factor affecting energy performance, examines detailed results for a typical small office located within the intra-urban climatic zones of the metropolitan area, and argues for the necessity of considering using weather files based on urban microclimates in designing buildings to safeguard their efficiency in the future.