The invention discloses a dense net type advanced supporting system of a bored tunnel and a construction method applying the system for carrying out supporting. The system comprises a grouting sleevevalve pipe and a pipe shed, the grouting sleeve valve pipe is adopted for grouting, then, a subsequently-excavated front tunnel face and surrounding rock thereof are subjected to reinforcing, the dense net type pipe shed is driven for serving as supporting, through the pipe shed, the surrounding rock on the excavated section top is subjected to supporting, an advanced small guide pipe is driven into a pipe shed gap, through the advanced small guide pipe, the rock soil strength nearby the inner side face of the tunnel is reinforced, the system is more suitable for underground excavation construction work of a sandy cobble stratum, the dense net type pipe shed is added, grouting is carried out, the self framework effect of the sandy cobble stratum is effectively used, compared with previoussandy cobble stratum underground excavation engineering, the stratum settlement is effectively controlled, happening of excavating oversquare condition is limited, meanwhile, during construction, theexcavating length is not limited, engineering cost is saved, construction and surrounding building safety is ensured, and the forceful guarantee is provided for urban underground excavation engineering safety construction.