PROBLEM TO BE SOLVED: To provide a construction method of a stepped structure capable of allowing safe and easy construction regardless of the skill of an operator, shortening a construction period and lowering a cost, and the stepped structure constructed by the construction method.SOLUTION: The construction method of the stepped structure includes: a base creation process of creating a base of a prescribed gradient; a block structure temporarily placing process of temporarily placing a block structure through a height adjusting member on the base and forming a prescribed space between the bottom surface part of the block structure and the base; a block structure installation process of adjusting the height of the block structure temporarily placed on the base, making the plane part of the block structure horizontal and installing it; and a concrete placing process of making ready-mixed concrete flow into the space between the base and the block structure. The block structure temporarily placing process, the block structure installation process and the concrete placing process are successively and repeatedly executed from the lower area to the upper area of the base with the gradient, and the prescribed number of block structures are installed in a step shape.