An anti-floating anchor rod capable of collecting ground source heat energy comprises a rod body which is arranged along the vertical direction. A load bearing body is arranged at the bottom of the rod body, and fixedly connected with an unbounded steel strand or a steel bar with sleeve tube. A liquid inlet tube and a liquid outlet tube are arranged in parallel in the rod body along the vertical direction. The top ends of the liquid inlet tube and the liquid outlet tube penetrate out from the upper portion of the rod body. A liquid outlet of the liquid inlet tube and a liquid inlet of a heat exchange tube are connected. A liquid inlet of the liquid outlet tube and a liquid outlet of the heat exchange tube are connected. A plurality of isolation positioning supports are arranged inside the rod body at intervals from top to bottom. The unbounded steel strand or the steel bar with sleeve tube, the liquid inlet tube and the liquid outlet tube are respectively and fixedly connected with all isolation positioning supports. The bottom of the rod body and the top end of a heat exchange rod are connected and integrated. The heat exchange tube is arranged in the inner end of the rod body and/or inside the heat exchange rod. The anti-floating anchor rod capable of collecting ground source heat energy and a construction method aims to reduce ground source heat pump drilling and embedding cost, save occupying area, and improve construction efficiency and heat exchange efficiency.