The invention discloses a non-brace support device which comprises support piles, anchor cables, support pillars and unbonded anchor cables. The invention provides a construction method of the non-brace support device. According to the device, by utilizing the functions of the anchor cables and the support pillars, the acting forces stressed on the support piles are transmitted into a soil body. According to the non-brace support device and the construction method thereof provided by the invention, the sufficient horizontal forces are provided through the unbonded anchor cables, and the horizontal pulling forces stressed on the unbonded anchor cables are transmitted to the bedrock positions on the pile bottoms through the support pillars. By adopting the vertically arranged anchor cables and the horizontally arranged unbonded anchor cables, the occurrence of the phenomenon that an existing anchor cable is slantways inserted into the soil body and occupies a large area so as to be limited by the neighboring building foundation is avoided, and the occupied area is reduced, so that the non-brace support device not only meets the engineering needs but also can be applicable to the places with the limited area. On the premise of ensuring the safety, the use of the anchor cables is reduced, the cost is saved, and the non-brace support device has the beneficial effects of simple structure, less occupied range, and low construction cost.