To provide a construction method capable of eliminating a conventional defect and executing a work in a short term as well as economically, and further provide a sinking control device capable of ensuring a safe work as well as a sunken block of light weight and low cost allowing an easy handling work.

Upper and lower brackets separable from each other are provided on the second bottom 10 of an excavated hole, and a simplified steel sheet pile is driven, using the external surface of the brackets as a guide. Thereafter, anchor bolts are buried outside the steel sheet pile and concrete 40 is placed. After the concrete 40 is cured, both brackets and the simplified steel sheet pile are removed and a cutting edge B0 is installed on the second bottom 10. A sunken block B1 divisionally made for the bottom and an upper stage sunken block B2 divided into the prescribed number of stages are placed at each position above the cutting edge B0. Then, a centering device and a sinking control device 130 with an excessive sink prevention function are fixed to the anchor bolts, and a slow-hardening anti-friction composition is pressed into an introduction pipe, with the inclination, the travel amount or the like of the centering device and the sinking control device 130 confirmed from an initial sinking stage, thereby excavating and discharging internal sediment and sinking a shaft.