The invention discloses a combined steel plate construction guide frame and a construction method of a combined steel plate pile. The construction guide frame comprises a guide frame main body frame structure, a positioning fine tuning system and an anchor pile, wherein the anchor pile is connected with the guide frame main body frame structure, the positioning fine tuning system is in a bi-layer structure, and the bi-layer structure is respectively arranged at the upper portion and the lower portion of the guide frame main body frame structure. The construction guide frame has functions of self stable, bi-layer of upper and lower and bi-direction of guiding and positioning, and secondary positioning, namely, after the construction guide frame positions one time and the steel pipe piles are inserted, the opposite position of each steel pipe pile can not be guaranteed, thus by means of secondary positioning and fine tuning, accurate positioning is guaranteed. Due to the adoption of a frame structure, the construction guide frame has the advantages of being enough in rigidness and intensity, capable of being hoisted integrally, fast, convenient, simple in positioning and operation, relatively convenient when people constructs, and capable of reducing intermediate links.