The invention discloses a rod body piston resistance-increase yielding anchor rod and a construction method. The problem is solved that a resistance-increase structure of an anchor rod is easily blocked. By arranging a sleeve outside an anchor rod body and changing the thickness of the wall of the sleeve, the thickness of the wall of the sleeve gradually changes, and accordingly a yielding effectis realized. In the technical scheme, the anchor rod comprises the sleeve, the sleeve is of a hollow structure, and sleeves the rod body, the end, serving as an anchoring segment, of the rod body extends into the tail end of the sleeve and is connected with a resistance-increase structure, and the other end of the rod body extends to the outer side of the head end of the sleeve and is connected with an anchor head. The thickness of the wall of the part, corresponding to the anchoring segment of the rod body, of the sleeve is gradually decreased from head end to tail end, and when the anchor rod gradually pushes a soil body forwards, the wall of the sleeve deforms and is lengthened to realize yielding.