The invention provides a building construction method of a substation. The building construction method comprises the following steps of (1) carrying out synchronous actual measurement on wind characteristic of a site and the vibration characteristic of a wind-induced structure by a data acquisition system, and analyzing acquired data to obtain wind load and a structural damping results affecting the substation; (2) selecting an appropriate substation box according to the structural damping result; (3) performing wind resistant capability detection on the substation box according to the wind load result; (4) integrating a high-voltage switch of the substation in a closed device capable for wind resistance, and performing wind resistant capability detection on the closed device according to the wind load result; and (5) selecting the closed device qualified through detection and the substation box to carry out foundation construction. By the building construction method, the wind resistant capability and the environmental suitability of the substation can be effectively improved, and the influence of strong wind on a substation structure is reduced.