The invention relates to a self-supporting construction method for a multilayer underground structure next to an existing building. When the distance between a proposed underground building and the existing building is within 15 meters, the construction method is adopted, and the method specifically comprises the following operation steps: 1, supporting pile construction; 2, developing and controlling an earthwork of a negative first layer; 3, controlling holes at a frame column position and setting a retaining wall; 4, carrying out the construction of frame columns of a negative second layer; 5, carrying out the construction of top beams and plates of the negative second layer and columns, beams and plates of the negative first layer; 6, mounting horizontal steel supports; 7, developing and digging the earthwork of the negative second layer; and 8, carrying out the construction of other structures of bottom plates, walls and the like of the negative second layer according to a conventional method. The method skillfully uses the rigidity of an underground engineering structure self to provide a supporting point for the supporting pile so that the supporting pile is changed into a three-span indeterminate member from a cantilever member, so the bending moment load effect of the supporting pile is greatly reduced, then the designed pile length and section area of the supporting pile can be greatly reduced, the construction cost is saved by about over 35 percent, and the integral construction progress of the underground structural engineering is accelerated.