A typical measurement-section was selected, and concrete strain meters were embedded to make measurement for diaphragm walls on the construction of Station of Metro Line 7&9 of Chegongmiao Station of Shenzhen Metro. The internal force change of diaphragm walls was discussed, and the reliability of diaphragm walls was evaluated. Results showed that with the increasing of the excavation depth of foundation pits, the variation of stresses of diaphragm walls was observable. According to the strain data from field measurement, safety factors of diaphragm walls were calculated, which turned out to meet national code. Meanwhile, it can be concluded that diaphragm walls were in the safe status. In the end, the variation relationship of their internal force, which would provide some references for the design and construction of similar projects in the future, was obtained.