The invention discloses a multi-objective-based building scheme stage energy-saving optimization design mode construction method, and belongs to the field of building design. The method sequentially comprises the steps of integrating a building body and environment information, determining an optimization target and a design variable, establishing a building multi-target prediction model, coupling the prediction model and executing operation, and constructing an energy-saving optimization design mode. According to the method, the building energy consumption, the thermal comfort index and the initial investment cost are considered at the same time in the scheme stage, the support vector machine algorithm in machine learning is adopted to construct the multi-target prediction model, compared with software simulation, target prediction can be converted into a numerical calculation process from a performance simulation process, the prediction efficiency of the performance index is improved, And the synchronism of multi-target prediction can be ensured. The algorithm is specially proposed for the small sample problem, so that a large number of redundant samples can be eliminated, the optimal model is obtained under the condition of limited samples, and the construction efficiency of the prediction model is improved.