More info: The Wailing Wall, also known as the Western Wall is an ancient limestone wall in the Old City of Jerusalem. It is a relatively small segment of a far longer ancient retaining wall which was originally erected as part of the expansion of the Second Jewish Temple begun by Herod the Great. This resulted in the encasement of the natural, steep hill known to Jews and Christians as the Temple Mount.
Of the four retaining walls, the western one is considered closest to the former Holy of Holies, which makes it the most sacred site recognized by Judaism outside the previous Temple Mount platform.