When first constructed, the Wall stood about 15 feet high, 10 feet wide at the base and seven and one half feet wide at the top. It is believed that an embattled parapet rose above the wall proper, to protect sentries on patrol. To the north a short distance a ditch averaging 25 feet in width and 10 feet in depth strengthened the defense. To the south, another ditch was created, with the excavated earth forming mounds along either side. Today this ditch is known as the Vallum, although the Roman word means "mound." The Vallum was the actual boundary line of Pax Romana and the official limit of the Roman Empire, and as such, was probably constructed first and used as an offset to the Wall, and for defense of the construction crews.

Local availability of materials counseled the wall's construction: stone was used for the 43-mile-long eastern portion and earth was used on the remaining 30 miles to the west. The stone blocks were generally 9 inches deep, 10 inches high, and ranged between 15 and 20 inches long. The stone faced an inner core composed of concrete and rubble. The earthen portion was an early example of cut and fill engineering; the Wall was formed with material excavated from the ditches.

Between each milecastle and the next were two smaller turrets, equidistant from each other and the milecastles to either side, with an average spacing of 540 yards between centres. They were of a uniform pattern, about 20 feet square, recessed into the Wall and built-up above the height of the Wall rampart walk. They apparently had no battlements and were roofed over with tiles or opened to the elements. They housed a small garrison, possibly of eight men, four of whom would be on constant patrol duty along the Wall to either side. They were on two levels, with cooking facilities provided on the ground floor and sleeping quarters above, on a timber floor built level with the rampart-walk and accessed from below though a trap-door via a removeable ladder.