A structural insulated laminated construction panel for building structures is described. The panel comprises a rigid core material layer of expanded polymeric material having opposed flat parallel surfaces. The expanded polymeric material is injected between spaced outer and inner skins. An outer skin is secured to one of the flat surfaces and an inner skin is secured to the other of the flat surfaces. The core material is preferably an expanded polyurethane foam material. A building structure is constructed from such panels used as exterior and interior wall panels, floor panels and roof panels.