A new approach to address the memory effects of the building component is demonstrated in the paper. As an output of the analysis, the probability distribution for the surface temperature and relative humidity is given, which is interesting for the determination of both thermal comfort and the risk of mold formation. Three different wall constructions are used in the example. The paper presents two calculation procedures. The first procedure is the probabilistic approximation based on the wall surface dynamic response (DTN model) to the external and internal climatic load. The probability distributions of moisture and thermal parameters, as well as a reliability analysis of the moisture performance of the walls, are carried out using FORM (firstorder reliability method). The results are then compared with the results obtained from the second procedure. In this, a transient one-dimensional HAM model is used for the calculation of the hygrothermal surface conditions, followed by a statistical analysis of the output.