Compared with other piles with the same cross-sectional area, “U-shaped” structural section sheet pile can increase the moment of inertia of the structure’s section. Due to the large excavation depth of the open section of the “Yin Jiang Ji Huai” river canal project in Anhui province, China, the unprotected excavated inclined canal slope covers a large land area, which results in the current situation of high housing demolition costs and a shortage of land resources in densely populated areas. In this study, the non-destructive testing of a U-shaped sheet-pile wall to protect the vertical slope of the underwater expansive soil in the canal project is studied, which is of great significance in reducing the construction area and minimizing the cost of construction. It is necessary to test the structural integrity of the U-shaped sheet pile, which is also vital to ensuring the whole project quality. Ground penetrating radar (GPR) is used to detect the structural integrity of the U-shaped sheet pile in expansive soil. On the basis of identification and conversion of the original GPR data format, the processing methods based on the time-varying automatic gain and wavelet analysis are implemented. This case study proves that the GPR testing method is effective to estimate the quality of the U-shaped sheet pile.