The Italian building heritage is aged and inadequate to the high-performance levels required nowadays in terms of energy efficiency and seismic response. Innovative techniques are generating a strong interest, especially in terms of multi-level approaches and solution optimizations. Among these, Nested Buildings, an integrated intervention approach which preserves the external existing structure and provides a new structural system inside, aim at improving both energy and structural performances. The research presented hereinafter focuses on the strengthening of unreinforced masonry (URM) buildings with cross-laminated timber (CLT) panels, thanks to their lightweight, high stiffness, and good hygrothermal characteristics. The improvement of the hygrothermal performance was investigated through a 2D-model analyzed in the dynamic regime, which showed a general decreasing in the overall thermal transmittance for the retrofitted configurations. Then, to evaluate the seismic behavior of the coupled system, a parametric linear static analysis was implemented for both in-plane and out-of-plane directions, considering various masonry types and connector spacings. Results showed the efficiency of the intervention to improve the in-plane response of walls, thus validating possible applications to existing URM buildings, where local overturning mechanisms are prevented by either sufficient construction details or specific solutions.