Building envelopes consist of transparent and non-transparent components, and pose distinct opportunities and challenges in energy conservation. Glazing envelopes, which are transparent, are mainly responsible for the lighting and ventilation of buildings, but the acoustic performance may be weakened. Since glazing envelopes suffer from the defects of high solar transmittance, poor thermal insulation, and low thermal inertia, their energy-saving technologies are significantly different from those of non-transparent envelopes. Different energy-saving technologies have been studied to improve the optical and thermal performance of glazing envelopes. However, there is a lack of a review study involving the phase transition process and the improvement of photo-thermal transmission in glazing envelopes containing phase change materials. The present work provides a comprehensive overview of research advances in optical transmittance, thermal resistance, and thermal inertia along with photo-thermal transmittance in glazing envelopes, with a special focus on the integration of phase change materials. The study reveals that measurement and numerical models are inadequate to study photo-thermal transmission. Besides, it is identified that there is a research gap in the acoustic performance of glazing systems incorporating phase change materials, and there is a lack of database on the optical properties of phase change materials containing nanoparticles.