The invention relates to a supporting structure for an extra-large cross-section loess tunnel underpass railway and a construction method thereof. When a loess tunnel excavated section becomes large, a burial depth becomes shallow and a stratum becomes bad, construction difficulty and risk are increased gradually. The structure comprises a pipe roof, a small conduit advance support, a primary support, a secondary support and a secondary lining, wherein the pipe roof, the small conduit advance support, the primary support, the secondary support and the secondary lining are arranged in turn below the arch of a tunnel; and a waterproof layer is arranged between the secondary support and the secondary lining. The supporting structure and the construction method have the advantages of capability of effectively ensuring the construction safety of a small-angle ultra-shallow buried underpass railway section of an extra-large cross-section new loess tunnel, simple construction process, large excavation working surface, convenience for the operation of large-size machinery and quick tunnel construction progress.