In the paper, the major steps and critical points of the construction of the diaphragm walls of the retaining structure of the north bank shaft of Yellow River Crossing Project is presented, which include the guide wall construction, cutting of extradeep channel holes by hydraulic slotters, prefabrication and installation of extralong and extraheavy reinforcement cages and concrete casting by direct raising tremie method. Furthermore, countermeasures are suggested for the problems that have already occurred or may occur in this project or other similar projects.