Nowadays, the decarbonization of buildings is one of the most critical and immediate challenges facing the construction industry. Given that, agricultural and human residues have become a popular choice for manufacturing building materials due to their cost-effectiveness and environmental friendliness, making them viable for achieving sustainability in the construction sector. This research investigates the thermal properties of several proposed brick samples produced by mixing clay, sludge, and sugarcane bagasse ash and studies the feasibility of using these brick samples to reduce energy consumption. First, four clay brick samples containing different proportions of water treatment sludge and sugarcane bagasse ash were prepared and tested experimentally to measure their thermal conductivity and physical properties. Subsequently, a comparative simulation analysis using EnergyPlus has been conducted to illustrate the feasibility of adopting proposed brick samples in a case study building and demonstrate the effect of the diverse construction materials on the thermal performance and energy consumption. The experimental results showed a significant improvement in the thermal conductivity of the brick samples produced by mixing clay, sludge, and sugarcane bagasse ash (0.11 to 0.26 W/m.K) compared to the traditional brick types (0.33 -1.6 W/m.K). Numerical results show the superiority of adopting the proposed materials, which leads to an average 64\% reduction of the heat flow compared to the conventional wall systems. In this sense, the annual energy consumption was reduced by 16.5\% in the building with the proposed brick walls compared to traditional clay bricks. Additionally, average thermal comfort conditions increased by 6.3\% (16.3 to 22.6\%). The findings of this research can serve as a start reference for practitioners and researchers endeavouring to find solutions for further improving the overall quality of thermally insulated waste-incorporated bricks, paving the way for more focused research on waste utilization in the development of replicable and energy-efficient buildings.