The invention provides a full section tunneling self-propelled type U-shaped shield tunneling machine. According to the full section tunneling self-propelled type U-shaped shield tunneling machine, the problems that in the prior art, in the process of earth excavation by using a mode of step-slope or pile foundation putting, the amount is large, the speed is low, the process is complex, the consumption of auxiliary supporting structures and formworks is large, and cost is high are solved. The full section tunneling self-propelled type U-shaped shield tunneling machine comprises a supporting shield. A plurality of tunneling devices are arranged in the supporting shield. The tunneling devices are movably connected with the supporting shield. Wedge-shaped plug boards are arranged among the tunneling devices. Each wedge-shaped plug board is connected with a plug board oil cylinder. The plug board oil cylinders are connected with the supporting shield. Each tunneling device comprises a driving device which is connected with a chain type cutting belt. A cutting cutter and a slag scraping plate are arranged in each chain type cutting belt. The chain type cutting belts are matched with residue soil belt machines. The residue soil belt machines are matched with precast pipe sections. The full section tunneling self-propelled type U-shaped shield tunneling machine is safe, reliable, convenient and quick; construction cost is reduced greatly, and operation efficiency is improved; and adaptability is wide, construction speed is high, the material of an auxiliary structure is fewer, and construction site is clean, tidy and beautiful.