This paper, basing the climate parameters of Nanjing, taked a south bay window of PVC casement hollow glass windows as the subject and calculated energy consumption of the bay window using MATLAB when the window had no external sunshade and different external sunshade ways were applicated. Then energy conservation character was analysed The results show that energy-saving effect of the whole bay window using rolling shutter movable external sunshade is the most obvious, the annual energy consumption reducing by about 45% compared with that of non-sunshade. Energy saving effect of middle window of the bay window using rolling shutter movable external sunshade and other two sides utilizing extension of cantilever slab length as level fixed external sunshade and extension of cantilever slab width as level fixed external sunshade of middle window and other sides using rolling shutter movable external sunshade is more obvious and they save energy respectively about 18.23% and 15.54%. The whole bay window utilizing the extension of cantilever slab width and length as level fixed external sunshade makes the annual energy consumption of the bay window increases by about 9.76% compared with that of no sunshade.