Storagebase is building the £5 million 112,000 sq ft self-storage building near to Opus Blueprint at junction nine of the M6 by Wednesbury.
The checked panels have now started to be fitted to the seven-storey building, which is due to be completed early next year.
The warehouse will include more than 1,000 individually lockable secure self-storage rooms.
The development will create six new jobs, and will be available to be accessed 24 hours a day, seven days a week.
The building was granted planning permission by Sandwell Council's planning committee in September, despite a petition against the plans submitted by residents who said they think it will be an eyesore and could cause problems as people cross busy Wood Green Road.
Bosses at Opus Land, which is building the warehouse, say the facility is aimed at people who are starting businesses from home. Carrie Saint Freedman, from Opus Land, said when the building work started: "One cannot underestimate the significance of this development for local entrepreneurs."