With the intensification of the global energy crisis, the application of photovoltaic (PV) technology in the field of architecture has gradually become an important direction for sustainable building design. Especially in cold regions, how to choose the right photovoltaic technology and system type to improve energy efficiency is one of the current research hotspots. This paper investigates the performance of building integrated photovoltaics (BIPV) and building applied photovoltaics (BAPV) systems, as well as different photovoltaic (PV) technologies (including c-Si, CIS, and CdTe), for rural residences in cold regions. The study uses a representative rural residence in Xuzhou, China, as the benchmark model, with the installed capacity of the PV system set at 9.0 kW p. By evaluating key performance parameters, including annual power generation, yield factor, performance ratio, and system losses, the study provides a comparison of the BAPV and BIPV systems with different PV technologies. The results reveal that the c-Si-based BIPV system exhibits the lowest annual power generation and performance ratio, with the highest losses. In contrast, the CdTe-based BAPV system performs the best in terms of annual power generation and performance ratio, while also demonstrating the lowest losses. Overall, among these two systems, the BAPV system surpasses the BIPV system in overall efficiency; and at the technological level, CdTe technology outperforms both CIS and c-Si technologies.