As emerging technology in the world dam engineering history,there are a lot of respects need to be supplemented and perfected about extruded wall. Focused on a concrete face sand-gravel dam with concrete extruded wall engineering, the paper carried out the analysis of 3-D nonlinear finite element and the calculation during construction period and impoundment period, and obtained stress-strain appearance of the dam and concrete face status. The results show that the stress and strain values of concrete face sand-gravel dam with extruded wall under the two conditions can satisfy safety requirement.