Disclosed are an extruded semi-grouting reinforced sleeve with a built-in casing, a connective structure, and a construction method. The sleeve is a hot-rolled seamless steel tube. The wall of the sleeve is provided with a grout inlet and a grout outlet. The sleeve is provided with circular inner projections. One end of the sleeve is an extruded end, and the rest is a grout-anchoring end. The built-in casing is arranged inside the extruded end. The inner diameter of the built-in casing is equal to the outer diameter of a rebar to be connected, and less than the inner diameter of the grout-anchoring end. All of the grout inlet, the grout outlet and the circular inner projections are located at the grout-anchoring end. By the use of the built-in casing, the deformation of the extruded end is lessened to avoid the extruded end being damaged during crimping; the sleeve is widely applicable to the rebar connection of prefabricated concrete columns in multi-storey and high-rise prefabricated assembled concrete frame structures, shear wall structures or frame shear wall structures, as well as the connection of horizontal rebars in prefabricated concrete beams, the connection of rebars in prefabricated concrete shear walls and the connection of rebars in existing reinforcement projects.