A composite wall assembly has an auxiliary wall and an inner wall. The auxiliary wall has a hollow space and a first supporting pillar having multiple first through holes. The inner wall is attached to the auxiliary wall and forms a depositing space. The inner wall has a first wall member, a second wall member, and a second supporting pillar having multiple second through holes. The depositing space is formed between the first wall member and the second wall member. The auxiliary wall provides a cushion effect and is not damaged easily in the earthquake for protecting the pipelines in the hollow space. The interior ambient temperature of the building is lowered by the hollow space of the auxiliary wall.