Decisions on space heating of industrial buildings involve several conflicting objectives and solutions prospected by economic optimization (e.g. life cycle cost minimization) models may be far from the real preferences of decision makers. To overcome this limit, multi-criteria decision analysis which has hardly been used at single building level, especially in industrial contexts, could be a helpful methodology. This paper presents the application of a well-known multi-criteria approach, the Analytic Hierarchy Process (AHP), to the selection of space heating systems for an industrial building. We discuss the technologies available for industrial heating, criteria elicited from the decision maker and the ranking of alternatives identified with our AHP model. As very little is reported in literature about industrial energy system choices, our study, although focused on an individual case, may shed some light on decision making in this sector. To this end, we also compare our results with evidence on residential heating systems choices derived from literature. Investment costs are the most important criterion for industry, whereas qualitative attributes and operational costs are most important for homes. Qualitative attributes also significantly affect industrial heating system choices and, as the AHP is particularly effective in handling these aspects, we suggest it could be used for tactical energy planning models.