The invention discloses a sinking well wall using a drilling method and a manufacturing method of the sinking well wall using a drilling method, and relates to an underground well wall structure, which aims to solve the vertical compression of the well wall and reduce or avoid the joint crack between a compressible well wall joint and the other well wall due to tensile force. According to the sinking well wall using the drilling method, both ends of the compressible well wall joint are respectively connected with ordinary well walls; a first member is fixedly connected to the ordinary well wall at one end of the compressible well wall joint, and a second member is fixedly connected to the ordinary well wall at the other end of the compressible well wall joint; when the compressible well wall joint receives the pressure along the depth direction of the well wall, the first member and the second member move relatively; and when the compressible well wall joint receives the tensile force along the depth direction of the well wall, the first member and the second member are mutually matched to stop the relative movement of the first member and the second member. The invention is applicable to manufacture and apply the sinking well wall using the drilling method.