B-spline surfaces are widely used in engineering practices as a flexible and efficient mathematical model for product design, analysis, and assessment. In this paper, we propose a new sequential B-spline surface construction procedure using multiresolution measurements. At each iterative step of the proposed procedure, we first update knots vectors based on bias and variance decomposition of the fitting error and then incorporate new data into the current surface approximation to fit the control points using Kalman filtering technique. The asymptotical convergence property of the proposed procedure is proved under the framework of sieves method. Using numerical case studies, the effectiveness of the method under finite sample is tested and demonstrated.