A wall is constructed from precast concrete blocks stacked in tiers in which adjacent blocks are secured together to increase the strength of the wall. Anchors are embedded in the tops of at least some of the blocks. The ends of the blocks have vertical grooves which form a vertical opening when the ends of two blocks abut. The blocks in the tiers are offset so that the openings between blocks in one tier are positioned above the anchors on the blocks on the adjacent lower tier. The blocks in each tier are secured together by a tensioned cable extending through aligned passages in the blocks. Locking members are placed in the openings to secure the ends of the abutting blocks to an anchor in an adjacent lower block.