The invention relates to a movable assembly type heating furnace capable of carrying out electric heating in the furnace to eliminate stress and a construction method thereof. The heating furnace comprises ground beams, stand columns, a furnace cover, furnace body plates, a temperature measuring device, an electric heating device and a component support. A plurality of ground beams are spliced toform a plane furnace bottom. Base anchors are welded to the bottoms of the stand columns. The stand columns and the ground beams are vertically connected by the adoption of bolts. A plurality of furnace body plates are laid between the stand columns and on the inner side of the furnace cover. The temperature measuring device comprises a plurality of thermocouples and temperature recorders. The electric heating device comprises temperature control cabinets and a plurality of electric heating plates. The temperature control cabinets and the thermocouples are connected by the adoption of compensating lead wires. According to the heating furnace, in the process of centralized overall heat treatment of an installing and welding framework of a steel structure framework, centralized heat treatment of all the processes of heat treatment can be completed at a time; compared with a traditional electric heating fin tying method adopting local heat treatment, the heating furnace has the characteristics that construction is convenient, the stress eliminating effect is good, the recycling rate of a heat preserving material is high, consumed labor time is short, the cost is low, and efficiency ishigh; the heat treatment quality is ensured, the first-pass yield of heat treatment is increased greatly, the site installing efficiency is improved greatly, all joints can be assembled and disassembled rapidly, and recycling is convenient.