This paper deals with a method of performing a parametric sensitivity analysis. Such a study is very important for modellers as it can provide useful information. Indeed, it can point out a model's weaknesses and allow us to identify the most important parameters in the model, which the modeller must know accurately to provide reliable results. After describing the approach, an application of the method in building thermal simulation is discussed. The study concerns a real test cell and gives coherent results as some of the most influential factors can be physically interpreted.