The huge 13ft wall is expected to be completed by the end of the year and will cost the British taxpayer £2.5million, according to Government reports.
The first panels were laid on Saturday and will run along 1km stretch of the motorway.
Calais mayor Natacha Bouchart tried to stop the wall from being built but was overruled by the local authorities.
The politicians originally favoured the construction of the wall but backtracked after the French government promised to destroy the Jungle camp.
The Road Haulage Association has also spoken out against the wall.
Spokesman Kate Gibbs said: “Money would be much better spent on boosting security along the approach road.
“This is being called the Great Wall of Calais but what good will it do?
“We are telling our drivers not to stop within 150 miles of Calais so they are not targeted by migrants.”
The wall will replace the flimsy fence which has failed in stopping migrants gaining access to the road and wrecking havoc.
Migrants have becoming increasingly violent and even resorted to throwing missiles and setting the road alight in a bid to sneak onto HGVs.
The Jungle camp in Calais is home to around 10,000 migrants – many of whom are trying to gain access to Britain.