The invention discloses a rotary drilling rig and a construction method thereof. The rotary drilling rig comprises a chassis, a drilling mast, a vibration assembly and a pressurization system. The drilling mast is connected to the chassis, the vibration assembly comprises a vibration hammer and a tool connecting structure arranged on the vibration hammer, and the vibration hammer is slidably connected to the drilling mast in a lifting mode; and the pressurization system is connected between the drilling mast and the vibration hammer to drive the vibration hammer to lift. When a protective cylinder is buried, the tool connecting structure is adopted to connect the protective cylinder to be buried, the protective cylinder is pressed down by using the pressurization system, the vibration hammer is used for driving the protective cylinder to vibrate at high frequency, vertical vibration generated by the protective cylinder is transmitted to the protective cylinder, so that the soil structure around the protective cylinder is changed, the strength is reduced, the soil around the protective cylinder is liquefied, the friction resistance between the side surface of the protective cylinder and the soil body is reduced, the protective cylinder is sunk into the soil by matching the gravity of the protective cylinder, the gravity of the vibration hammer and the downward pressure of the drilling rig, the resistance in the burying process of the protective cylinder can be reduced, the functions of quickly vibrating into the protective cylinder and pulling out the protective cylinder are achieved, and the burying efficiency can be improved.