The invention relates to a method for quickly constructing arch dam with external doping MgO micro-expand concrete, wherein it comprises: (1), preparing materials; (2), mixing MgO, sand, cement and powder coal as 4-6% of whole weight; (3) externally doping MgO concrete; it quickly continuously pours concrete, uses step rolling, and cycled method, while the layer height of dam is controlled between 2.5-3m, and the cycle time of each layer is 5-7 days, each layer has 5-6 steps, and the thickness of laid material is 30-50cm; it uses high-frequency vibrator, via step method to continuously pour, while the connect surface is 45-60degress incline, and the width of bar band is 2-3m.