The invention discloses an inserted type outer frame L-type steel wall connecting piece structure free of a scaffold hole and a construction method thereof and relates to a construction device and a construction method thereof. The wall connecting piece structure comprises an outer frame and a wall connecting piece, wherein the outer frame is mainly composed of an upright column, a large cross rod and a small cross rod; the wall connecting piece comprises a wall connecting rod and L-type steel, one end of the wall connecting rod is connected with the upright column of the outer frame, the other end of the wall connecting rod is welded with the short side of the L-type steel, and the long side of the L-type steel is embedded in a main body reinforced concrete structure. The construction method comprises the steps that A, the wall connecting piece is manufactured in an off-site manner; B, the outer frame is mounted; C, the wall connecting piece is mounted; D, the main body structure concrete is poured; E, the wall connecting piece is connected with the outer frame; F, the wall connecting piece is dismantled; G, outer wall repairing is carried out; H, the outer frame is dismantled. According to the inserted type outer frame L-type steel wall connecting piece structure free of the scaffold hole and the construction method thereof, the position of the wall connecting piece is not needed to be changed for the second time, and the construction progress is accelerated; no wall holes and scaffold holes are penetrated, the risk of outer wall leakage is reduced, the safety performance is high, material is saved, and the wall connecting piece structure is applicable to connecting an edge beam, a shear wall, a column position with the outer frame.