Disclosed are a multi-casing structure capable of facilitating the bridge-pile construction in cavern development areas and a construction method thereof. The multi-casing structure is characterized in that the thicknesses of steel plates of casings are computed through material mechanics formulas; the length of an internal casing is spliced into the designed depth of the pile foundation of a bridge-pile according to the thicknesses of required steel plates; the length of an external first casing is spliced into the distribution depth of an underground cavern though a plurality of groups of steel casings; and the diameters of the casings are designed into that the inner diameter of the internal casing is equal to the designed pile diameter of the bridge-pile and the diameter of the external first casing is 25-35 centimeters larger the designed pile diameter of the bridge-pile during a dual-casing construction. The construction method comprises transporting every groups of the casings to the position of a pile hole though a 25-ton crane; hoisting a first group of the casing to settle through a 60-ton main crane; penetrating a steel bar manually and placing a steel casing on a #-shaped frame; changing slings; hoisting a second group of the casing; subjecting the pile hole to welding; subjecting the steel casing to a second assembly; hoisting the steel casing up lightly; and disassembling the steel bar to enable the steel casing to settle. Therefore, the problem of severe over-quantity of concrete of the bridge-pile construction in the cavern overdevelopment areas is completely solved, and the construction cost can be effectively controlled under the premise of guaranteeing the construction quality and the construction security.