The Turkish Armed Forces (TSK) is building the three meter (10 feet) high wall in the Reyhanli district of Hatay province just across from the Syrian town of Atmeh, the Anadolu news agency said.
The military is also digging ditches just behind the wall, which will stretch eight kilometers (five miles).
A bombing killed 33 people in a mainly Kurdish town in southern Turkey on July 20, ending a truce between Ankara and the Kurdistan Workers' Party (PKK), which is active in southeastern Turkey.
The toll rose overnight when one of the wounded succumbed to his wounds in hospital.
Turkey said the attack was carried out by the ISIL terrorist group, and launched a two-pronged offensive to bomb its militants in Syria as well as PKK rebels in northern Iraq and southeast Turkey.
Hatay is home to thousands of the roughly 1.8 million Syrian refugees who have fled to Turkey to escape the violence at home, according to AFP.