The conventional methods, which are based on limit equilibrium approach, commonly used in the design of anchored sheet pile walls do not consider the method of construction. However, the influence of construction method in real projects is usually significant. A series of physical model experiments are conducted using both excavation and backfill methods to measure some of the parameters reflecting the behavior of sheet pile walls, including wall deformations, wall bending moments, and anchor forces. The study results indicate that walls constructed by backfill method yield significantly higher bending moments and wall deformations, but lower anchor forces.