A high strength shaft, by which wasteful consumption of casing material is reduced, is constructed. After an excavation casing (1) is pressed and driven into the ground and earth inside the driven excavation casing (1) is discharged, an earth-retaining casing (2) is inserted into the excavation casing (1) and a concrete bottom plate (7) is cast in the earth-retaining casing (2), and thereafter, the excavation casing (1) is removed from the ground while a hardening agent (8) is poured into the space between the excavation casing (1) and the earth-retaining casing (2) so that a shaft is constructed.