The insulation thickness (IT) of double pipes buried in the soil (DPBIS) for district heating (DH) systems was optimized to minimize the annual total cost of DPBIS for DH systems. An optimization model to obtain the optimum insulation thickness (OIT) and minimum annual total cost (MATC) of DPBIS for DH systems was established. The zero point theorem and fsolve function were used to solve the optimization model. Three types of heat sources, four operating strategies, three kinds of insulation materials, three buried depth (BD) values, and seven nominal pipe size (NPS) values were considered in the calculation of the OIT and MATC of DPBIS for DH systems, respectively. The optimization results for the above factors were compared. The results show that the OIT and MATC of DPBIS for DH systems can be obtained by using the optimization model. Sensitivity analysis was conducted to investigate the impact of some economic parameters, i.e., unit heating cost, insulation material price, interest rate, and insulation material lifetime, on optimization results. It is found out that the impact of sensitivity factors on the OIT and MATC of DPBIS for DH systems is different.