The invention provides a concrete block, a wall built by the concrete block, and a building method, and belongs to the technical field of building structures. The invention solves the problem that existing wall sealing is poor and enables the insulation performance to be not good. The concrete block comprises a body, wherein the body comprises two wall plates and a supporting cylinder, the outer wall of the supporting cylinder is propped against the inner side surfaces of the two wall plates, the body also comprises four supporting plates, the outer side edges of the four supporting plates are connected with wide edges at two sides of the two wall plates, the inner side edges of the four supporting plates are connected with the outer wall of the supporting cylinder, a main grouting hole is formed in the supporting cylinder, the inner side surfaces of the four supporting plates, the inner side surfaces of the two wall plates and the outer wall of the supporting cylinder enclose to form four labor grouting holes, the body further comprises a plurality of upper rebar penetrating pipes and a plurality of lower rebar penetrating pipes which are fixedly arranged at the inner side surfaces, close to the upper side edges and the lower side edges, of the supporting plates, and upper positioning grooves and lower positioning grooves are respectively and coaxially formed in the outer walls at top ends of the upper rebar penetrating pipes and the inner walls at the bottom ends of the lower rebar penetrating pipes. The wall built by the concrete block is relatively high in strength, and relatively good in heat retaining property.