The average shed costs somewhere around $3,000 to $4,000 to build, however, there are some that claim that they can build a She Shed for under $500. Some of the less expensive options use recycled wood pallets or other materials you may already have laying around. Other options include plastic and metal varieties. It’s worth a look through the internet to get an idea of what is involved, or, if for no other reason, to satisfy your curiosity on how they do it.