The conception of net zero energy buildings (NZEB) has been introduced to limit energy consumption and pollution emissions in buildings. Classification of NZEB is based on renewable energy (RE) supply options, energy measurement process, RE-sources location, and balances whether are energetic or exergetic. In general, it is traditionally agreed that there are three main steps to reach the NZEB performance, starting through the use of passive strategies, energy efficient technologies, and then RE generation systems. Then, these three steps could be accompanied with the smart integration of advanced efficient energy technologies. A state of the art shows that the main ZEB studies are related to: energy savings, reduce electric bills, energy independence, pollution reduction, and occupants comfort, in addition, others are more interested in the aesthetic aspect by combining mod technologies with innovations to achieve high energy and sustainability performance. Building optimization is a promising technique to evaluate NZEB design choices; it has been adopted to choose the perfect solution to reach the zero energy performance through the optimization of an objective function related to energy (thermal loads, RE generation, energy savings) and/or environment (CO2 emissions) and/or economy (life-cycle cost (LCC), net-present value (NPV), investment cost). This paper starts by presenting the global energetic and pollution challenges the world faces. Moreover, it shows, to the best to the author’s knowledge, the existing NZEB definitions and the corresponding case studies investigated in 8 different climatic zones (humid continental, humid subtropical, Mediterranean, moderate continental, moderate continental, marine west coast, tropical, semi-arid and hot), the paper also focus on the importance to treat each climate separately. Even in the same country, two or more climates may co-exist. NZEBs drawbacks are also presented. Furthermore, different optimization problems are reviewed in the last section. Building energy optimization methods are employed to obtain the ideal solution for specific objective functions which are either related to energy, and/or environment and/or economy. Optimization variables are distributed between passive and/or RE generation systems. Finally, a table summarizing the most commonly used electric and thermal RE applications which yield to the zero energy balance in each climate, as well as three flowcharts are presented to summarize the whole three-stage procedure, to reach NZEB, starting from building designing, passing through the optimization procedure, and lastly categorizing the zero energy balance.