The design will be the size of 62 semi-detached houses but the exact look of the project is still unknown.
It's the brainchild of former-football club chaplain, Richard Gamble.
He wants Christians from across the UK to pay £10 for each of the one million bricks and carve onto it their answered prayer.
"The idea is that it will be a million bricks representing a million answered prayers and that people will hopefully be inspired," he told Premier's News Hour.
He said he had been planning 'The Wall' for 12 years after praying to God.
The monument will be placed on the side of a motorway somewhere in the UK: "We're looking at about 51,000 journeys going past this every day. [People will] at the very least discuss and debate the concept and the power of prayer".
A competition to design the new sculpture is expected to begin in the summer by the Royal Institute of British Architects.
Richard added: "Instinctively, you think of the big things that Jesus has answered prayer for but Jesus is interested in the little things in life as well.
"I'm hoping and praying that we will have the whole range of the Christian Church responding to this with a whole range of different answers to prayers.
"Some might be the massive miraculous things, some might be a little thing that somebody's maybe lost, prayed about, and found."
Richard Gamble speaking to Premier's Antony Bushfield: