Disclosed are a door window functional-type auxiliary frame, an auxiliary frame structure and a method of installing functional-type doors and windows. The door window functional-type auxiliary frame is an integral section bar made of polymer composites, and is composed of a narrow-bottom plate, a wide-top plate, an outdoor lateral inclined plate, an indoor lateral inclined plate and a vertical baffle plate, wherein the outdoor lateral inclined plate and the indoor lateral inclined plate are located between the narrow-bottom plate and the wide-top plate, and the vertical baffle plate is located between on one side, close to the interior of a room, of the wide-top plate and the upper end of the indoor lateral inclined plate. The wide-top plate inclines downwards from the interior of the room to the exterior of the room, and the upper end of the vertical baffle plate extends upwards and is higher than the upper surface of the wide-top plate. The door window functional-type auxiliary frame is simple and reliable in structure, convenient to install, good in waterproof performance and thermal insulation property and capable of guaranteeing requirements for install performance of the doors, the windows and a wall body, and achieving integral window unit installment of door window frames, facilitates industrialized and standardized production of building doors and windows, greatly reduces difficulties of site construction, and reduces construction period.