Structures, such as quay walls, have to meet a particular level of safety. Consequently, in the Eurocode standards, three reliability classes are distinguished, each corresponding to a target reliability index and set of partial factors. In this study, more insight is acquired into the relationship between the quay wall's construction costs and the associated reliability index β. It appeared that the marginal costs of safety investments of quay walls are fairly low and in the same order of magnitude of the uncertainty of the estimate of the construction costs. Hence, it seems that the current reliability classes, as defined in the Eurocode standards, are non-efficient for quay walls. In addition, this study investigates the influence of the partial factors and three failure mechanisms on the construction costs and the reliability index. It was concluded that for the considered cases, the soil's angle of internal friction strongly influences the construction costs and the β of the quay wall. Furthermore, it follows that economic optimisation in the probabilistic design of quay walls is possible by increasing the target reliability index of the failure mechanism 'insufficient passive soil resistance' and decrease the target reliability index of 'yielding of sheet pile profile'.