Complex fenestration systems (CFS) designed to collect and redirect daylight from the sky-vault are generally placed on the upper part of a window in order to improve the distribution of indoor daylight. Due to their additional function as solar protection, their use might contribute to the mitigation of the unfavourable effects that the admission of daylight signifies, especially in buildings located in prevailing sunny climates (risk of glare and overheating). An appropriate selection of the CFS that better contributes to improve the interior daylight environment would imply an integrated performance assessment taking into account relevant aspects such as indoor daylight distribution and the visual and thermal comfort of occupants. However, such an assessment implies the use of performance criteria with different targets; therefore, in order to evaluate their overall performance, a multi-criteria analysis is applied in this study. The method presented here describes a comprehensive evaluation to determine those CFS that better contribute to an improved indoor daylighting environment in a building located in a prevailing sunny climate. The CFS performance assessment was undertaken with computer simulations using their bi-directional transmission distribution function (BTDF).