Climatic zoning for building energy efficiency applications is a key element in many programs and policies to improve thermal performance of buildings. In spite of its importance, there is no consensus about the appropriate methodology for climatic zoning. Previous studies indicate a large variety of methods and parameters used in climatic zoning: degree-days, cluster analysis and administrative divisions are some of the most widely used. This study reports and discusses results obtained with these three methodologies for Nicaragua, a small country in Latin America. Results indicate a high level of agreement between the different methodologies, but they also disagree on the appropriate classification of a significant amount of the area of the country (37% of Nicaragua's territory). The three methodologies have strengths and weaknesses, and at the moment it is impossible to conclude which one is the most appropriate to support building energy efficiency programs and policies. Results of this paper highlight the need for procedures and performance indicators to assess the validity of climatic zoning (which shall be addressed by future studies)