The invention discloses a construction method of a mixing pile wall. The construction method comprises the following steps that preparation is conducted before construction, specifically, the earth surface in a construction area is treated, and the flatness of a site is ensured; groove construction is conducted, specifically, a groove is excavated, and a mixer is positioned; mixing construction is conducted, specifically, a three-axis mixing pile machine is adopted for construction, pre-mixing sinking is conducted through the three-axis mixing pile machine, and the sinking speed is 0.5-1m / min; after the designed depth is reached, a mortar pump is started, after slurry reaches a slurry spraying opening, the mixing pile machine is lifted, slurry spraying and lifting of the mixing pile machine are achieved simultaneously, and the lifting speed is not larger than 1-2m / min; construction is repeated, the four-spraying and four-mixing process is achieved, and the cement mixing amount reaches 20-25%; and H-shaped steel is inserted, pulled and recycled. Construction of the mixing pile wall is conducted through the method, the stability of adjacent soil can be effectively ensured, and the construction efficiency is improved while the occurrence probability of hazards such as adjacent ground settlement, house inclination, road cracking and underground facility displacement is decreased.