Demand response has been noted as a major element of future smart energy systems. However, there is still a lack of knowledge about the demand response actions in different conditions—including climate, dynamic energy price, and building types. This study examines energy and cost saving potential of the rule-based demand response in district heating network, in three different building types, in Germany and Finland. The studied building types are apartment buildings, cultural centers, and office buildings. The real-time pricing-based demand response is applied to space heating under the climate conditions of Helsinki, Finland and Hamburg, Germany. Moreover, the typical synthetic dynamic price data, which are based on both counties’ district heating production structure, is applied separately for each countries’ cases. Simulations of this study are conducted with validated simulation tool IDA ICE. The results present that the demand response can provide energy and cost savings around 0.5–7.7% and 0.7–8.1% respectively, depending on the building type and country. The results indicate that marginal value of the control signal, climate conditions, and the dynamic price of the district heating have effect on the demand response saving potential. Flatter district heating price profile provides less savings than a more fluctuating profile.