The invention provides a method for constructing a training sequence with zero interference window characteristics, which comprises the following steps: firstly, constructing gray sequence pairs (X(m),Y(m)) with length being Lm equal to 2<m>, wherein m is a positive integer more than 1; secondly, constructing a zero-order mother matrix F<(0)> by using the gray sequence pairs, (formula is shown as the lower right picture), wherein *m is a bit reversal sequence of the Y(m), -Xm is an antitone sequence of the X(m); thirdly, obtaining an n-order mother matrix F<(n)> by using a recursion formula: (formula is shown as the lower right picture), wherein n is positive integer, * expresses matrix intersection operation using a line as the unit, the intersection width is 2<m+n-1>; wherein the n-order mother matrix F<(n)> forms a group of spread spectrum sequences with zero-interference window characteristics, each line in the matrix is used as a spread frequency sequence; each spread frequency sequence forms each training sequence by adding a prefix with the length being Z, and the prefix consists of last Z elements of each spread frequency sequence (formula is shown as the lower picture).