On 24 May 1935 and at the height of the Great Depression, construction on the bridge finally began with the first sod being turned by the then Premier of Queensland, William Forgan Smith.
The bridge has only one pier on the northern bank but two piers on the lower southern bank, one to bear the weight (the main pier) and, further to the south, one to prevent the bridge from twisting (the anchor pier). There was no need for an anchor pier on the northern bank as the bridge was anchored into the schist cliff face which was solid. The primary challenge in constructing the bridge was the southern foundations that went 40 metres (130 ft) below ground level. It was not possible to excavate to that level as water from the level would rapidly seep in. So a pneumatic caisson technique was applied where air pressure was used to keep out water. A dangerous task, so an on-site air lock hospital was set up and it successfully treated 65 cases of the bends that occurred.
On 28 October 1939 the gap between the two sides was closed and the bridge joined.