Aiming at the energy saving requirement for residential architecture in hot summer and warm winter area, a suitable wall material and structure with loading structural layer and thermal insulation layer without connecting pieces has been selected. By the finite element analysis, a simulate research for this kind of sandwich type composite structural wall with ceramsite concrete as structural layer and foam concrete as thermal insulation layer has been made. General rules of stress distribution in this wall under certain vertical loads and wind loads were presented. Under vertical loading, the compressive stress may be considered to bear completely by structural layer, with saddle shaped distribution as bigger stress in the two ends of plate wide and smaller in the middle. The theoretical value of structural layer compressive stress under 10 MPa loading is about 15 MPa, the compressive strength of the thermal insulation layer should be more than 021 MPa. Under wind loading, the interface shear stress between structural layer and insulation layer appears to be two peak distribution along with the wall height with zero value at the top and bottom section, near zero in the middle plate and peak value between them. The biggest interface shear and normal stress are 389 kN/m2 and 139 kN/m2 respectively.