Herein, we focus on the formulation of polymer-based heat insulators using natural local shale as a filler. The polymer composite was fabricated by blending unsaturated polyester resin with local natural Emirati shale of filler of different filler sizes and solidifying the obtained thermosetting blends. The prepared samples are subjected to compressive strength, flexural strength, and tensile strength tests. The obtained results indicate that these composites exhibit mechanical properties superior to those of commercial heat insulators and comparable with those of other building materials. Specially, the prepared composite features a much higher tensile strength (20–40 MPa) than conventional heat insulators (< 1 MPa).