The invention provides a prefabricated steel structure laminated shear wall and a construction method thereof. Prefabricated steel structure laminated shear wall panels, each shear wall includes two double-sided thermal insulation lightweight wall panels; each wall panel is equipped with longitudinal grooves, deep grooves, and multiple rows of transverse holes, running through the Groove; the left and right sides of the wall are self-locking components welded by multiple steel plates, and the wall can choose different link locks and end locks according to different nodes. The wall has a symmetrical structure up, down, left, and right, with multiple rows of horizontally penetrating steel bars inside, the longitudinal bars are lapped or welded to the transverse bars, and the short bars are welded at the junctions of the transverse bars and the longitudinal bars. The construction method of the prefabricated steel structure laminated shear wall includes the following steps: laying out wires on site, installing a temporary fixing frame; assembling the spliced shear wall in place, and connecting and fixing it with the temporary fixing frame; placing the prefabricated upper floor in place; laying hidden beam steel plates and Each additional reinforcement, laying pipelines; pouring high fluidity vibration-free concrete; proceed to the next floor for installation and construction.