This paper presents the results of a simulation study on the selection of an energy-optimal refrigeration system based on natural refrigerants as a function of outdoor climate parameters as a decision variable in a supermarket application. Simulations were conducted for twelve locations. Three new original refrigeration systems were presented: Cascade R744/R717 which is an advanced booster extended with an ammonia condensing system (CASC_1); Cascade R744/R717 with CO2 pump-fed MT and pressure-fed LT evaporators (CASC_2); and the R717 booster with CO2 pump-fed MT and LT evaporators (CB_NH3). As a reference system, a CO2 booster system with multi-ejectors and flooded evaporators (CB_EJ) was adopted. The CB_EJ system has been confirmed to be energy optimal for cold and temperate climates (Cfb, Dfa and cooler). In warm temperate climates (Csa, BSk, Cfa and similar), the energy consumption of CB_NH3 was the lowest. CASC_2 and CB_NH3 are energy optimal for hot climates (BWh, Af, Aw). The CB_NH3 system always outperforms CASC_2 by 2.5−3.8%. For a tropical climate (Bhubaneswar—Aw), the annual electricity demand of the optimal CB_NH3 system is lower by 18.8%, 10.2%, and 2.7% relative to CB_EJ, CASC_1, and CASC_2, respectively. The COP of the CASC_1 (outdoor temperature 40 °C) is higher by 50%, 2.7%, and 4.7% compared with the CB_EJ, CB_NH3 and CASC_2 systems, respectively. The application of CASC_1 system, relative to CB_EJ, is reasonable only for hot climates and decreases by 7.2% the annual electricity demand for Bhubaneswar.