The invention relates to an edge member heat insulation structure of a novel composite wall and belongs to the technical field of heat insulation and structure integration. A composite wall edge member heat insulation system is formed by assembling internal and external heat insulation boards and connecting pieces internally having a supporting effect. The peripheries of the internal and external heat insulation boards are provided with protruded structures, lap joint between a heat insulation layer and a composite wall heat insulation layer can be achieved, and the heat insulation performance can be effectively improved. According to the edge member heat insulation structure of the novel composite wall, the problem that solid edge members must be arranged in residential buildings which are 10 layers or more or have a house height larger than 28 m can be solved.