The invention relates to cement-based shrinkage-free wall hole-penetrating blocking materials and a preparation method and a construction method. The materials comprise, by weight, 100 cement, 0-100 active admixture, 0.01-10 water reducing agent, 0.01-10 early strength agent, 0.1-30 expanding agent, 0-20 adhesion agent, 0-10 water repellent, 0.01-30 plastic retaining agent, 0.01-10 starch ether, 0-60 power filler and 0-300 aggregate. Compared with the prior art, the cement-based shrinkage-free wall hole-penetrating blocking materials have the advantages of being good in construction performance, and long in operational time. New mixing slurry has good plasticity, adhesive power and anti-falling performance, a caulking gun or a caulking machine can be used for pressing, injecting or sealing holes, a flowing phenomenon cannot appear even big holes are filled, and the big holes can be filled until the big holes are full and until reaching the deep hole, and completely sealed, and the sealing materials can fully come into play.