The invention discloses a UHPC lining structure used for a tunnel and a construction method of the UHPC lining structure. The UHPC lining structure is a composite lining structure composed of anchor rod supporting bodies and a UHPC lining supporting layer. Each anchor rod supporting body comprises an anchor rod hole, an anchor rod and a UHPC hole channel grouting material. The UHPC lining supporting layer comprises a water draining blind pipe, an injection UHPC lining layer, a decoration layer and a tunnel outline light reflecting bar. The UHPC lining structure used for the tunnel and the construction method of the UHPC lining structure have the following beneficial effects that the UHPC injection concrete supporting layer has high pressure resisting strength, high bending resisting strength, high toughness, high durability and good microcrack self-healing capability, UHPC is adopted as the tunnel project lining material, the lining structure construction speed is high, the supportingperformance is good, the thickness of the lining structure can be reduced obviously, and therefore the practical excavation sectional area and the slag generation amount of the tunnel can be reduced effectively, and the construction difficulty is lowered; and compared with a traditional tunnel supporting structure, the arrangement of a reinforcement net, a waterproof layer and a steel frame can beomitted, the construction efficiency is effectively improved, and the manufacturing cost is reduced.