The invention discloses a waterproof support method of a water sump of water-swellable soft rock of an underground coal mine, belonging to a support method of a water sump of water-swellable large-deformation soft rock of the underground coal mine. The method comprises the following steps: 1, carrying out tunnelling and construction on the water sump; 2, carrying out construction on the water sump by adopting a traditional technology; 3, laying multiple rows of hooks parallel to an axial direction of a roadway on an arch crown and a side of the water pump; 4, flattening a base plate of the water pump by adopting a buffer layer; 5, manufacturing waterproof bags for a special purpose in a whole cross section of the water pump according to an overall hanging manner, and hanging the waterproof bags in a draw-back manner from inside to outside; and 6, pouring concrete on the bottoms of the inner walls of the waterproof bags, and laying rails. The waterproof support method of the water sump of the water-swellable soft rock of the underground coal mine has the advantages that 1, each waterproof bag is in a totally enclosed type, so that mud rock is enabled to be completely separated from water, and the condition that a traditional support technology becomes failure in the water-swellable soft rock is avoided; 2, a hanging method of the waterproof bags is simple, methods of leveling treatment on wall surfaces, basic level laying, base surface gluing and bonding and the like are not needed, and the installation speed is fast; and 3, the top side of each waterproof bag is hung at an outermost side, can freely deform along with roadway deformation, and cannot be damaged due to the roadway deformation.