Method for determining the thermal resistance of a building comprising the steps of: a) measuring an inner temperature T int mes of the building by means of a sensor configured to measure an inner temperature T int mes of the building, b) measuring an outer temperature ( T ext) to the building by means of a sensor configured to measure an outer temperature ( T ext) to the building, c) measuring a heating power ( P mes) of the building by means of a sensor configured to measure a heating power ( P mes) of the building, d) repeating steps a), b) and c) at a time step over a total time interval, e) synchronising the measurements of steps a), b) and c) at the same time step so as to obtain a set T int mes j, T ext j, P mes j j = 0... N of N triplets (N being equal to T divided by P) of inner temperature values of the building, of outer temperature to the building and of heating power of the building at all measurement times (j) of steps a), b) and c), f) estimating the thermal resistance of the building, step f) comprising a step of minimising a stressed function of the physical relationship between the heating power, the outer temperature and the inner temperature of the building, relative to the thermal resistance of the building, characterised in that the minimisation of the function is done also relative to an estimation T int est of the inner temperature of the building and to X scalars ( a i) i=1...X constituting the parameters of a filter of order X with a unit gain of the outer temperature ( T ext) to the building, and in that it further comprises a step g) of providing data relative to the value of the thermal resistance of the building estimated during step f). a) measuring an inner temperature T int mes of the building by means of a sensor configured to measure an inner temperature T int mes of the building, b) measuring an outer temperature ( T ext) to the building by means of a sensor configured to measure an outer temperature ( T ext) to the building, c) measuring a heating power ( P mes) of the building by means of a sensor configured to measure a heating power ( P mes) of the building, d) repeating steps a), b) and c) at a time step over a total time interval, e) synchronising the measurements of steps a), b) and c) at the same time step so as to obtain a set T int mes j, T ext j, P mes j j = 0... N of N triplets (N being equal to T divided by P) of inner temperature values of the building, of outer temperature to the building and of heating power of the building at all measurement times (j) of steps a), b) and c), f) estimating the thermal resistance of the building, step f) comprising a step of minimising a stressed function of the physical relationship between the heating power, the outer temperature and the inner temperature of the building, relative to the thermal resistance of the building, characterised in that the minimisation of the function is done also relative to an estimation T int est of the inner temperature of the building and to X scalars ( a i) i=1...X constituting the parameters of a filter of order X with a unit gain of the outer temperature ( T ext) to the building, and in that it further comprises a step g) of providing data relative to the value of the thermal resistance of the building estimated during step f).