This study conducted a test to analyze the self-insulation lintel by filling the slit in lintel with the insulation materials to prevent the thermal bridge. Two solid lintels and eight self-insulation lintels were tested to study their flexural properties. The result shows that both the outer wythe and the inner wythe of the self-insulation lintels cooperate well with each other. The measured maximum crack width under the limit state of normal use is smaller when compared with the limit value under short-term load, so it can meet the normal requirement. In addition, the slit and width ratio of the self-insulation lintels has little effect on the initial crack load and failure mode, and because of the slit, the ultimate strength of the self-insulation lintels is slightly less than the solid lintels, while the difference is obvious. Though the heat-transferring coefficient of the self-insulation lintels decreases by 65% compared with the solid lintels, it has much better thermal performance.