If your house was built after 1920, then there is likely to be a cavity between the outer and inner brick or blockwork. Typically, house builders since the mid 90s have filled this cavity with insulation during construction, but up until then, and in many cases after, the cavity was probably left empty.
If the cavity in your wall is at least 50mm wide (typically it will be between 75 and 100mm), and it hasn’t been done already, you may like to consider having it filled with insulation – ask the previous occupants or your local authority’s Building Control department as they may know if the cavity has been filled already. Alternatively ask a local installer for a boroscope inspection, whereby they will drill a small hole in your wall from the outside and insert a camera for a peep.
Cavity wall insulation is installed by first drilling small holes at 1m intervals into your external walls, blowing the insulation into the cavity using specialist equipment, and then cementing the holes up – this is not something that you can do yourself!
It is however a very simple process, should only take a couple of hours, and is neither intrusive nor disruptive. Apart from having an empty cavity in the first place, the only other pre-requisite is that the installer must be able to reach all external walls and fill every part of the wall – the only way of knowing if your whole cavity has been filled is to take a picture of your heated house with a thermal imaging camera on a cold day/night. 
There are other considerations though: your cavity is currently acting as a ventilation gap, allowing both your internal and external walls to ‘breathe’ into it and thus avoid damp issues - filling it may result in an increased dampness inside your house. For this reason it is important to use a ‘breathable’ insulation material. If you already have damp patches on the inside of your external walls then you should not insulate them until the root of the problem has been identified – see damp & ventilation. If practically and financially possible, always consider using external insulation instead.
For more information contact or visit the National Insulation Association and always use a registered installer who uses a product certified by the British Board of Agrément (BBA).
For alternative cavity wall insulation materials, see here.
To find out about possible funding for cavity wall insulation, see here.
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