The invention discloses a construction process of a double-wall steel cofferdam for construction of a pier bearing platform in main river water of the Yellow River. The construction process comprises the following steps of: 1, determining the structure and the size of a cylindrical double-wall steel sleeve box used in the construction of the bearing platform in the water; 2, measuring and paying off; 3, performing cofferdam construction: gradually lowering the cylindrical double-wall steel sleeve box to a preset position by adopting hoisting equipment, and fixing the bottom of the cylindrical double-wall steel sleeve box lowered in place by adopting a supporting fixer; 4, sealing the bottom; 5, constructing drilled piles at the bottom of the bearing platform; 6, gradually pumping water, performing underwater digging, and gradually cutting a steel protecting canister; 7, constructing the bearing platform; and 8, constructing pier columns on the upper part of the bearing platform. The process is reasonable in construction step design, convenient in construction, low in construction cost and short in construction period; and integrated construction of the bearing platform and the drilled piles is realized, meanwhile, the sinking operation of the double-wall steel sleeve box can be simply, conveniently and efficiently finished with high quality, and multiple defects in the construction of the conventional double-wall steel sleeve box cofferdam are overcome.