The Split Delivery Vehicle Routing Problem (SDVRP) is a relaxation of the Capacitated Vehicle Routing Problem (CVRP) where customers may be assigned to multiple routes. A new construction heuristic is developed for the SDVRP and computational results are given for thirty-two data sets from previous literature. With respect to the total travel distance, the construction heuristic compares favorably versus a column generation method and a two-phase method. In addition, the construction heuristic is computationally faster than both previous methods. This construction heuristic could be useful in developing initial solutions, very quickly, for a heuristic, algorithm, or exact procedure.