In accordance with various embodiments, there is provided an interlocking rolling sheet door and a method for assembling the interlocking rolling sheet door. In accordance with at least one embodiment, the interlocking rolling sheet door includes at least one curtain panel. Each curtain panel includes a first curl on a lateral end and a second curl on an opposing lateral end. One of the first curl and the second curl is an interior curl portion, and the other of the first curl and the second curl is an exterior curl portion. The first curl of one curtain panel is configured to rotationally engage an inner portion of the second curl of an adjacent curtain panel, whereby the first curl rotationally engaging the second curl until a distal end of the first curl fouls out against an inner surface of the second curl. The first curl and the second curl are configured to rotationally engage one another to form an interlocking mechanism between adjacent curtain panels to form the interlocking rolling sheet door.