To determine the optimal structural scheme for underground shield docking in high-water-pressure saturated sandy stratum, a case study is conducted on the Jiangyin-Jingjiang Yangtze River Tunnel Project, and three structural schemes—ultra-high-performance concrete, cast-in-place reinforced concrete，and steel-shell concrete—are evaluated. First, finite element models were established to analyze the operational safety of each scheme, followed by a discussion of their construction feasibility and detailed processes. Second, a comprehensive comparison was conducted based on bearing capacity, construction feasibility, economic performance, construction period, durability, and fire resistance. The steel-shell concrete scheme was identified as the optimal docking structure. Finally, the mechanical response of this structure during docking construction was monitored and analyzed in real time. The research yielded the following key findings: (1) All three schemes meet the bearing capacity requirements for operation and demonstrate construction feasibility. (2) The steel-shell concrete scheme offers significant advantages in rapid ring formation and overall cost control, with construction costs more than 28% lower than the other two schemes. This scheme effectively addresses the unique technical requirements of “rapid closure, impermeability and water inrush prevention, and short-term load-bearing” essential for shield docking structures in high-water-pressure saturated sandy stratum. Its inherent limitations in durability and fire resistance can be mitigated by applying anti-corrosion coatings and installing fireproof panels. (3) Field monitoring data collected during construction indicate that the actual shield settlement is only 7.7 mm, representing 5.1% of the design limit of 150 mm. The maximum stress increment within the structure reaches 26.5 MPa, remaining below the code-specified limit. These results confirm the safety and reliability of the steel-shell concrete docking structure.