The invention discloses an integral modular structure of an industrial furnace and a construction method. The integral modular structure comprises a main body part and accessory equipment and accessories. The main body part of the integral modular structure of the industrial furnace comprises a radiation section modular structure, a convection segment, a radiation furnace pipe, a crossing pipe for connecting a convection furnace pipe with the radiation furnace pipe and a supporting hanging system for the radiation furnace pipe and the crossing pipe. The accessory equipment and accessories comprise a chimney, a waste heat boiler, a steam pocket, a draught fan, an ash ejector, parts of platform and ladder, an instrument and a cable of the instrument. The method comprises the steps that the main body part of an integral module of the industrial furnace and the accessory equipment and accessories of the integral module of the industrial furnace are manufactured and assembled in a workshop, integrally transported and integrally mounted to be in place. Integral modular design, workshop modular manufacturing, integral assembly, integral transportation and field integral mounting to be in place are adopted in the industrial furnace; the construction difficulty is reduced, the manufacturing precision and the construction schedule are ensured, the labor cost of site operation is low, the construction period is short, and construction is safe.