Over the last few decades, energy efficiency has received increasing attention from the Architecture, Engineering, Construction and Operation (AECO) industry. Digital Twins have the potential to advance the Operation and Maintenance (O&M) phase in different application fields. With the increasing industry interest, there is a need to review the current status of research developments in Digital Twins for building energy efficiency. This paper aims to provide a comprehensive review of the applications of digital twins for building energy efficiency, analyze research trends and identify research gaps and potential future research directions. In this review, Sustainability and Energy and Buildings are among the most frequently cited sources of publications. Literature reviewed was classified into four different topics: topic 1. Optimization design; topic 2. Occupants’ comfort; topic 3. Building operation and maintenance; and topic 4. Energy consumption simulation.