The construction process includes the steps of: base wall treatment, brushing interface mortar, scribing, constructing the heat insulating layer and leveling, painting the first layer of anti-cracking polymer mortar, spreading galvanized steel wire net and anchoring expanding bolt, painting the second layer of anti-cracking polymer mortar, adhering the facing tile and pointing joint. The galvanized steel wire net is fixed with special anchoring expansion bolts. The base wall may be reinforced concrete wall, solid brick wall, hollow brick wall, porous brick wall, air-entraining concrete block wall, etc. The heat insulating layer may be polystyrene particle layer, foamed polyurethane layer, foamed glass layer, polystyrene board, etc. The present invention makes it possible to apply heat insulting facing tile to various building wall, including wall of less compactness material.