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The cut-off wall in a clay-core rockfill dam built on a thick overburden layer is subjected to a large compressive pressure under the action of the loads such as the dead weight of both the dam and the overburden layer, the frictional force induced by the differential settlement between the cut-off wall and surrounding soils, and the water pressure. Thus, reduction of the stress of the cut-off wall has become one of the main problems for consideration in engineering design. In this paper, numerical analysis of a core rockfill dam built on a thick overburden layer was conducted and some factors influencing the stress-strain behaviors of the cut-off wall were investigated. The factors include the improvement of the overburden layer, the modeling approach for interfacial contact between the cut-off wall and surrounding soils, the modulus of the cut-off wall concrete, and the connected patt between the cut-off wall and the clay core. The result shows that improving the overburden layer, selecting plastic concrete with a low modulus and high strength, and optimizing the connection between the cut-off wall and the clay core of the dam are effective measures of reducing the deformations and compressive stresses of the cut-off wall. In addition, both the Goodman element and the mud-layer element are suitable for simulating the interfacial contact between the cut-off wall and surrounding soils.