It is generally accepted that building external wall design affects its ability to protect occupants from weather extremes, such as heatwaves. However, there is no established methodology to assess this ability in assisting building designers to identify the most resilient design. This study aims at developing an analytical tool to examine wall heatwave vulnerability using dynamic thermal modelling and multi-criteria analysis. Optimum wall design for Melbourne was identified among eight selected residential walls based on various criteria, i.e. maximum air temperature (MAT), maximum air temperature difference (MATD), thermal discomfort proportion (TDP), statistical maximum air temperature (SMAT), and averaged night-time temperature (ANT). Using these criteria wall designs were ranked and ranking deviations among the criteria were analysed. Results showed that uninsulated brick veneer wall is the most vulnerable design, experiencing a maximum daytime room temperature of 31 °C and proportion in discomfort of 31.5% during heatwaves. While insulated cavity brick wall is found to be the most resilient design in most cases. The results indicate that using insulated cavity brick wall in Melbourne would significantly reduce summer overheating and thermal discomfort in non-air conditioned buildings in daytime period. It was found that no one criterion should be used for evaluating both daytime and night-time wall performance as ranking would be different between daytime and night-time periods. The decision procedure for design of a residential wall system may need to be reconsidered using the multi-criteria analysis, particularly under global warming.