This paper presents a case study involving construction of eight rock-socketed piles with diameter of 8.0 m in the primary part and enlarged diameter of 9.5 m at the base. These mega piles were constructed in a 29.8–33.8 m deep excavation pit. They were believed to be the largest rock socketed piles in the world at the construction time. The project was a critical part of building the 606 m tall Shenzhen PingAn Financial Center. Challenges in the construction of the mega piles include strict requirement on controlling the deformation of the surrounding structures, the presence of fissure groundwater in the bedrock, the excavation of pile holes in moderately weathered to slightly weathered rock, the installation of large reinforcement cages in small construction space, and the placement of massive concrete (i.e., with total volume of more than 1800 m3 per pile). Other interesting features include an in-service metro line existing along the north side of these mega piles within distance of only 21 m, and end-bearing of piles on a strong intact granite rock with maximum unconfined compressive strength of 88.2 MPa. The end bearing capacity of piles was computed based on the rock quality designation index. During the construction, in situ tests were performed to monitor and examine the quality of the piles.