A wall sinking construction method comprises retaining structures are first formed on two sides, corresponding to a groove body, of the wall body; then a section of wall body of a certain height is produced on the ground, and jacks and a supporting pile body are installed on the two sides of the bottom of the wall body that is supported by the jacks and the supporting pile body, the bottom of the wall body is suspended to form an excavation working space with a certain height; an underwater excavator is controlled remotely to excavate rock and soil in the groove body layer by layer; an elastic support having rollers is sandwiched between the retaining structures on the two sides of the wall body and the groove body to transfer and balance rock and soil pressure.