The invention discloses an ecological stone cage net box retaining wall and a construction method. The ecological stone cage net box retaining wall comprises a plurality of stone cage net boxes, wherein the stone cage net boxes are mutually connected together, stones with different sizes are arranged into the stone cage net boxes to form a water blocking wall, and the back side of the wall body is provided with a soil filling layer. The ecological stone cage net box retaining wall has the advantages that special steel wires which are specially treated by a factory are used as material, the material is sheared by special equipment, and then is manufactured, connected and assembled into unit stone cage net sheets, the unit stone cage net sheets are collected and transported to the construction site, and then are unfolded to form net boxes, the net boxes are connected together, the stones with satisfactory particle sizes are arranged into the net boxes, and the certain porosity is realized; the net boxes are piled in a layering way to form a complete and uniform masonry building with certain weight; the ecological stone cage net box retaining wall is suitable for soil blocking or water and soil conservancy projects of river regulation, municipal administration, transportation, water conversancy, garden landscapes, and the like, such as banks, dykes, weirs and protecting slopes.