The optimization of insulation material of external wall is a multi-attribute uncertainty decision-making problem. Herein based on theory of multi-attribute decision making, a novel decision-making model using generalized connection number of set pair was discussed to solve the problem. Namely, the certainty and uncertainty relationship between the evaluation plan and the optimal plan or the worst plan for the optimization of insulation material was described by means of identical-contrary analysis of set pair theory. And a generalized connection degree was introduced to evaluate comprehensively the relative membership degree of the evaluation plan to the optimal plan. The results from a practical example show that the proposed model used to select the plan of insulation material is feasible and reliable, and easy to operate.