Accurate building energy forecasting is essential, yet traditional heuristics often lack precision, while advanced models can be opaque and struggle with generalization by neglecting physical principles. This paper introduces BuildEvo, a novel framework that uses Large Language Models (LLMs) to automatically design effective and interpretable energy prediction heuristics. Within an evolutionary process, BuildEvo guides LLMs to construct and enhance heuristics by systematically incorporating physical insights from building characteristics and operational data (e.g., from the Building Data Genome Project 2). Evaluations show BuildEvo achieves state-of-the-art performance on benchmarks, offering improved generalization and transparent prediction logic. This work advances the automated design of robust, physically grounded heuristics, promoting trustworthy models for complex energy systems.