Recently, the design problem of heat insulation have been reappraised in the aspect of energy saving due to the rising trend of energy cost. For example, that design problem is increasingly requsted in the fields of accommodation air conditioning systems, hot water supply systems, cargo handling systems, district heating or cooling systems. The rational design of heat insulation of piping systems can not only improve the overall efficiency of energy transfer but also give energy saving. In this paper, the heat insulation problem of district heating systems is therefore modeled as the multi-stage decision processes, suitable for dynamic programming technique. And take the object function as the sum of heat insulation material cost involved construction cost and heat loss cost, and propose the design method to minimize the object function for overall piping systems by dynamic programing. Effectiveness of design method presented here is proved by a computer simulation.