The invention discloses an asphalt shingle roof waterproof system of a sloping roof high-rise building and a construction method of the asphalt shingle roof waterproof system. The asphalt shingle roof waterproof system of the sloping roof high-rise building comprises a reinforced concrete floor, a mortar leveling layer, an insulating layer, a concrete base, a double-faced self-adhesion waterproof roll layer and asphalt shingles from bottom to top in sequence. The construction method comprises the following steps of base constructing, base processing and checking, base treating agent painting, additional layer pasting, self-adhesion waterproof roll paving and asphalt shingle paving. According to the asphalt shingle roof waterproof system, the elasticity and a good extension rate of self-adhesion rolls are utilized so that the self-adhesion rolls can be connected with the concrete base, and the problem of asphalt shingle damage caused by the quality problems of the waterproof base can be solved very well; the self-healing function of the self-adhesion rolls can be utilized so that an integrated waterproof layer formed by the self-adhesion rolls and the asphalt shingles can be formed, and the waterproof problem of the sloping roof is solved well. The construction method is reasonable in step and easy to operate.