A wall structure and a method for constructing the wall of a building provide protection for inhabitants of the building against ballistic projectiles impacting the wall. The wall structure includes an outer panel and an inner panel. The inner panel is a composite structure that includes a metal sheet having a first face attached to a wallboard panel. Preferably, a sheet of self-healing material is attached to a second face of the metal sheet. A cavity formed between the outer and inner panels is filled with sand or another granular material. A flexible sheet suspended in the cavity provides additional protection. Preferably, a sheet of woven para-aramid fiber such as Kevlar.RTM. brand fiber is loosely attached to the flexible sheet to provide further protection.