We have modelled the energy consumption of prototype and real buildings under present and future climatic conditions with the EnergyPlus model to develop a better understanding of the relationship between changing climate conditions and energy demand. We have produced detailed meteorological information with 50 meters of spatial resolution through dynamical downscaling process combining regional, urban and computational fluid dynamics models which include the effects of the buildings on urban wind patterns. The city of Madrid has been chosen for our experiment. The impact on energy demand and their respective economic cost are calculated for year 2100 versus 2011 based on two IPCC climate scenarios, RCP 4.5 (stabilization of emissions) and RCP 8.5 (not reduction of emissions). Findings show that climate change will have a significant impact on the energy demand for buildings. Space heating demand will be increased by the RCP 4.5 and cooling demand will be increased for the RCP 8.5 in the analysed buildings.