In this paper, mechanism of anisotropic material of thermal conductivity was revealed by rotating the original rectangular axes so as to determine the principal axes and make the cross-derivative terms disappear. The results indicated that the heat flux vector is commonly not perpendicular to the isothermal surface in anisotropic material. The advantage of anisotropic material of thermal conductivity was analyzed. The application of laminated composite with anisotropic thermal conductivity in double skin envelope was proposed to avoid its disadvantage. The interior envelope in double skin system may be made of laminated glaze or other laminated materials. Basing on the combine of anisotropic material and double skin envelope, the indoor cooling and heating load decrease in summer and winter respectively while the anisotropic material was used as interior building envelope. Especially in summer, the effect of energy saving is obvious since the partial magnitude of conductive heat in the interior envelope could be brought out from the cavity by natural ventilation through it.