Targeted energy management and control is becoming an increasing concern in the building sector. Automatic analyses of thermal data, which minimize the subjectivity of the assessment and allow for large-scale inspections, are therefore of high interest. In this study, we propose an approach for a supervised extraction of facade openings (windows and doors) from photogrammetric 3D point clouds attributed to RGB and thermal infrared (TIR) information. The novelty of the proposed approach is in the combination of thermal information with other available characteristics of data for a classification performed directly in 3D space. Images acquired in visible and thermal infrared spectra serve as input data for the camera pose estimation and the reconstruction of 3D scene geometry. To investigate the relevance of different information types to the classification performance, a Random Forest algorithm is applied to various sets of computed features. The best feature combination is then used as an input for a Conditional Random Field that enables us to incorporate contextual information and consider the interaction between the points. The evaluation executed on a per-point level shows that the fusion of all available information types together with context consideration allows us to extract objects with 90% completeness and 95% correctness. A respective assessment executed on a per-object level shows 97% completeness and 88% accuracy.