The invention belongs to a subgrade construction method for an aeolian sand section and a structure and a device thereof; the method comprises the steps of construction preparation, filler sampling inspection, aeolian sand loading and transportation, aeolian sand laying and leveling, water replenishing for aeolian sand, aeolian sand compaction, testing detection of compacted aeolian sand, formation of sand fixing columns by grouting the interior of the upper part of a rolling-compacted molded aeolian sand filling layer by a rapid sand fixing column construction machine, slope stacking with sand bags, road bed acceptance, sand gravel loading and transportation, sand gravel layer laying, sand gravel watering compaction, testing detection of a sand gravel layer and compound slope protection.The device is the rapid sand fixing column construction machine, can form four sand fixing columns distributed at intervals. The method and the device can effectively build a road in the aeolian sandsection, provide the feasible subgrade structure and rapid reinforcement equipment, and have the advantages of simple and practical method, stable subgrade slope, low construction risk, low cost, construction period saving, no pollution, long service life of highways and good use effect.