The invention relates to a high-pressure rotary jet drilling 
machine capable of achieving directional swing jet at any 
azimuth angle and a construction method. The high-pressure rotary jet drilling 
machine comprises a power head and a 
drill rod, wherein a multi-circle absolute value 
encoder I is mounted on a driving shaft of a final driving stage of the 
drill rod on the power head; a sliding frameassembly is arranged on the 
drill rod; a multi-circle absolute value 
encoder II is arranged on the sliding frame 
assembly; the multi-circle absolute value 
encoder I and the multi-circle absolute value encoder II are connected with an industrial 
personal computer through CAN buses; and the drill rod is in a multi-section type, and all sections of the drill rod are connected through positioning connecting assemblies, so that the positions of all the sections of the drill rod are kept consistent. According to the high-pressure rotary jet drilling 
machine, parameter setting is convenient, the 
automation degree is high, a swing jet starting point and a swing jet returning point CAN be selected at will according to construction requirements, different 
modes such as continuous rotary jet, continuous swing jet, fixed-point rotary jet, fixed-point swing jet and continuous fixed jet are obtained, the swing jet direction and angle are still kept after the number of the drill rod is increased ordecreased, and swing jet motion is reliably transmitted.