Constructing a tunnel with a large longitudinal slope and a small-radius sharp curve is challenging. During the construction process, it necessitates a series of intricate operations, including adjusting the horizontal and vertical posture of the shield machine, controlling the tunnelling thrust, and consistently ensuring the appropriate over-excavation amount inside and outside of the turn. Improper operations can easily induce undue stress on the segments. This study establishes a finite element numerical model of lining segments subjected to jacking force under various construction conditions. The concrete damage plasticity (CDP) constitutive model was used to characterize the mechanical behavior of concrete under load. The mechanical characteristics and damage behavior of segments under construction conditions, such as significant thrust escape, vertical attitude adjustment of the shield machine, excavation in soft and hard interbedded strata, line turning, sudden failure of the propulsion system, and eccentricity of brace boots, were analyzed. The results revealed that, when advancing according to the maximum thrust design value (50 MPa), cracks in the tensile plastic damage zone near the brace boot plate and the edges of the segment can develop. This can lead to localized corner failure of the concrete at the lining’s edge. Therefore, it is recommended that the jack’s thrust value should not surpass 30 MPa. Maintaining the usual uneven jack thrust state of shield tunnelling along the design axis is unlikely to result in segment concrete cracking. Damage to the segment caused by the eccentricity of the brace boot plate is the most severe; hence, avoiding the eccentricity of the brace boot plate during construction is crucial. The findings of this research can guide the control of jack thrust during shield tunnelling construction and offer insights into the design of segment parameters.