A zero-energy building (ZEB) requires an innovative integration of technologies, in which windows play a paramount role in energy reduction, storage, and generation. This study contributes to four innovative designs of sliding smart windows. It integrates air-gap (AG), phase change material (PCM), photovoltaic (PV), and vacuum glazing (VG) technologies. These smart sliding windows are proposed to generate electricity along with achieving efficient thermal insulations and heat storage simultaneously. A two-dimensional multiphysics thermal model that couples the PCM melting and solidification model, PV model, natural convection in the cavity, and the surface-to-surface radiation model in the vacuum gap are developed for the first time. The model is validated with data in the literature. The transient simulations were carried out to investigate the thermo-electrical performance of a window with an area of 1 m by 1 m for the meteorological conditions of Kuwait city on the 10th of June 2018, where the window was oriented to south direction. The results showed that the total solar heat energy gain per unit window area is 2.6 kWh, 0.02 kWh, 0.22 kWh, 1.48 kWh, and 0.2 kWh for the double AG, AG + PV + PCM + VG, PV + PCM + VG, AG + PV + PCM, and the ventilated AG + PV + PCM + VG, respectively. The results elucidate the advantages of the integration of VG in this integrated sliding smart window. The daily generated PV electrical energy in these systems is around 1.3 kWh, 1.43 kWh, and 1.38 kWh for the base case with double AG, PV + PCM + VG, and the ventilated AG + PV + PCM + VG respectively per unit window area.