Near-wall microenvironment of a building refers to parameters such as wind speed, temperature, relative humidity, solar radiation near the building’s façade, etc. The distribution of these parameters on the building façade shows a certain variation based on changes in height. As a technology of passive heating and ventilation, the effectiveness of this application on heat collection wall is significantly affected by the near-wall microclimate, which is manifested by the differences, and rules of the thermal process of the components present at different elevations. To explore the feasibility and specificity of this application of heat collection wall in high-rise buildings, this study uses three typical high-rise buildings from Zhengzhou, China, as research buildings. Periodic measurements of the near-wall microclimate during winter and summer were carried out, and the changing rules of vertical and horizontal microclimate were discussed in detail. Later, by combining these measured data with numerical method, thermal process and performance of heat collection wall based on increasing altitude were quantitatively analyzed through numerical calculations, and the optimum scheme for heat collection wall components was summarized to provide a theoretical basis for the structural design of heat-collecting wall in high-rise buildings.