Thermochromic energy efficient windows represent an important protocol technology for advanced architectural windows with energy-saving capabilities through the intelligent regulation of indoor solar irradiation and the modulation of window optical properties in response to real-time temperature stimuli. In this review, recent progress in some promising thermochromic systems is summarized from the aspects of structures, the micro-/mesoscale regulation of thermochromic properties, and integration with other emerging energy techniques. Furthermore, the challenges and opportunities in thermochromic energy-efficient windows are outlined to promote future scientific investigations and practical applications in building energy conservation.