The invention relates to the technical field of embedding underground continuous walls into rock and grooving of the underground continuous walls and discloses a grooving construction method for embedding an underground continuous wall into rock. The method includes the steps that firstly, a grab bucket is used for excavating soil so that a groove can be formed, and a residual soil layer is reserved between the groove bottom and a rock face; secondly, a rotary excavating drilling tube is used for drilling holes in the residual soil layer and a seriously-weathered layer, a cutting-tooth drilling tube is used for drilling medium-weathered rock and micro-weathered rock, and rock entering holes in bed rock are formed; thirdly, the second step is repeated, and a plurality of rock entering holes are formed in the length extension direction of a groove segment; fourthly, a plane set-hammer is used for clearing away hard rock tooth edges. According to the construction method, the grooving speed is high, and on-site general layout and civilized construction are facilitated; meanwhile, the cutting-tooth drilling tube is used for performing rotary excavation and entering the rock to take a core, and impacting vibration is avoided; due to the fact that the grooving construction period is short, the exposing time of the groove wall is relatively short, the risk that groove wall soil collapses is reduced, the groove wall is stable, and construction cost is indirectly reduced; the residual soil layer is reserved on the rock face of the bed rock, the rotary excavating drilling tube plays a guiding role in the hole forming process, and the situation that because the inner rock face of the groove segment is inclined, hole drilling deflects is prevented.