The invention discloses a full-sleeve thin-wall filling pile construction method and a movable internal mould. The construction method increases the capability for penetrating the foundation soil by the single layer sleeve by a large scale with the large exciting force and high-frequency vibrating hammer. A majority of groundwork soil layers except the strong decayed rock can be penetrated. The single layer sleeve which is longer than 20 meters and has diameter for 0.8-2.0 meters is one-time sunk into the foundation soil. The earth can be fetched by carrying an earth-fetching pipe by a high-frequency hammer or fetched artificially. When the designing request is satisfied, a movable internal mold and a reinforcement cage are taken into and the concrete is poured. The single layer sleeve is then vibration-drawn out. When the concrete is finally solidified, the movable internal mold is detached and is filled again thereby forming a thin-wall filling pile. The technique increases the construction efficiency for a large scale and avoids the influence of the squeezed earth to the surrounding building, roadway and pipeline and the pollution to the surrounding environment. The vibration and drawing of the pipe can greatly increase the quality of the concrete at the pile shaft. The using of the movable internal mold saves considerable amount of concrete to obtain a maximum structure effect with a least material consumption.