Direct solar irradiance may cause thermal discomfort, even in winter when the ambient temperature is low and especially for high-altitude locations with a high intensity of solar radiation. Thus winter solar shading might be required and, if used, must achieve a balance between the prevention of the transmittance of solar irradiance, the utilization of passive solar heat and the supply of adequate natural daylighting. These considerations render conventional solutions of solar shading inapplicable in the winter. In this paper, a novel approach to perforated thermal mass shading for winter is reported and examined. The impacts of the perforated percentage and the opening positions of this shading device on energy, shading and daylighting performance were assessed for south-and west-facing orientations. A range of perforated percentages and vertical and horizontal positions were tested using simulations by Energyplus and Daysim. Our results indicate that the proposed perforated thermal mass shading is efficient for the integrated performance of shading, daylighting and energy savings in the south-facing orientation, while it achieves acceptable performance in shading and daylighting in the west-facing orientation for a high-altitude cold climate.