Building-integrated photovoltaic (BIPV) façades are a promising technique for improving building energy performance. This study develops energy simulation models of different photovoltaic-integrated shading devices (PVSDs) in single-story and multi-story office buildings. A cross-region study in China is carried out to explore the energy performance of PVSDs in five climate zones. The shading effect of the upper PVSDs is taken into account. The results show that (1) PVSDs can be applicable in hot and cold climates; shading effects lead to a notable difference in the optimal PVSDs style. The average comprehensive energy saving ratios of different PVSDs ranged from 16.12% (fixed PV louvres in the vertical plane) to 51.95% (lower single panel). The most rewarding PVSDs are for single-story buildings in Kunming and the least suitable are for multi-story buildings in Guangzhou. (2) In climate zones with little air-conditioning energy consumption, avoiding considerably increased lighting consumption by PVSDs is vital. (3) To reduce shading effects, solar panels with smaller widths or vertical placements can be adopted. In addition, the distance of the PV modules from the top edge of the windows is also critical. Building performance evaluation in the early design stage enables maximum benefits for the same input (total area of PV panels). The research methodology and data analysis presented can guide parameters design and the geographical applicability of PVSDs, providing a reference for optimal building energy performance.