In through-the-wall target localization area, wall effect including absorption and refraction will arise, wall effect needs to be compensated. If wall parameters including thickness and dielectric constant are exactly known, the target can be compensated to its correct position. In this paper, based on the transmitting model of through-the-wall radar, we deduced the Cramer-Rao lower bound (CRLB) of target localization behind wall. Due to the wall effect, the target localization CRLB behind wall is better than that in free space. We also validated our conclusions using wavenumber domain analysis. Simulation results evaluated the effect of wall thickness and dielectric constant on CRLB qualitatively.