A 51-kiloton magnetised Iron Calorimeter (ICAL) detector, using Resistive Plate Chambers (RPCs) as active detector elements, aims to study atmospheric neutrinos. A prototype - 1/600 of the weight of ICAL, called mini-ICAL was installed in the INO transit campus at Madurai. A modest proof-of-principle cosmic muon veto detector of about 1 m × 1 m × 0.3 m dimensions was set up a few years ago, using scintillator paddles. The measured cosmic muon veto efficiency of 99.98% and simulation studies of muon-induced background events in the ICAL detector surrounded by an efficient veto detector were promising. This led to the idea of constructing a bigger cosmic muon veto around the mini-ICAL detector. Details of the design, fabrication, quality control, and construction of the detector including the electronics, trigger, and DAQ systems planned will be briefly presented.