Lining wall structure and construction method thereof

The invention relates to a lining wall structure which is attached to an underground diaphragm wall. An enclosing purlin is arranged at the top of the underground diaphragm wall, the width of the enclosing purlin is larger than that of the underground diaphragm wall, and one side, close to the inner side of a foundation pit, of the enclosing purlin partially extends out of the underground diaphragm wall in a protruding mode. The lining wall structure is characterized by comprising a first waterproof layer and a lining wall, wherein the first waterproof layer is laid along the side, close to the inner side of a foundation pit, of the enclosing purlin and the side, close to the inner side of the foundation pit, of the underground diaphragm wall; and the lining wall is fixedly arranged on theinner side of the foundation pit, integrally connected with the enclosing purlin and the underground diaphragm wall and partially wraps the enclosing purlin, the first waterproof layer plays a role in preventing water and se