The invention relates to a continuous multi-shaft cement mixing pile device and a construction method; the multi-shaft continuous cement mixing pile device comprises a walking type main machine, a crawler type main machine, a winding engine, a guide rod, a steel wire rope, an air and grout inlet, a power head, a speed changing box, a reduction box, drill stems, middle supporting frames, lower supporting frames, winged drill stems, hoops, drill bits, air injection ports, grout spraying ports and a background cement grout stirring system, wherein the winding engine and the guide rod are fixed on the main machines, the power head is connected with a pulley arranged at the top end of the guide rod through the steel wire rope; the steel wire rope drives the power head to be lifted up and down; the power head is sequentially connected with the multiple drill stems through the speed changing box and the speed reducer; the middle supporting frames are arranged in the middle parts of the multiple drill stems; the lower supporting frames are arranged at the lower parts of the multiple drill stems; the winged drill stems are connected with the lower ends of the drill stems; the hoops are arranged on the winged drill stems; the drill bits are connected with the lower end of the winged drill stems; and the air injection ports and the grout spraying ports are arranged on the drill bits. Compared with the prior art, the continuous multi-shaft cement mixing pile device has the advantages of noiselessness, non vibration, ensured safety and quality, cost reduction, high efficiency, shortened construction period and the like.