PURPOSE: To increase the structural strength of a refractory consumable wall to be engaged with rugged parts and to prolong the life of linings by forming the refractory consumable wall in the ruggedness formed on the surface of the refractory permanent wall on the inside surface of the shell of a vessel in tight contact therewith.

CONSTITUTION: Metallic anchors 5 are embedded in the inside surface of a shell 1. Thereafter, shapeless refractories are cast, troweled or sprayed to build a permanent wall 6. Here, groove parts 7 which are continuous in both longitudinal and transverse directions are formed on the inside surface of the wall 6. Plastic refractories are sprayed on the inside surface of the wall 6 to build a consumable wall 8 of a desired thickness. Since the boundary surfaces of the wall 6 and the wall 8 are engaged in a rugged state, the possible shrinkage of the wall 8 is suppressed by the parts 7, whereby the deviation and sinking of the boundary surfaces is obviated and the generation of cracking is prevented. The wall 8 is formed as if it is braced on the rear side, whereby structural strength is given to said wall.