The invention discloses a multi-fin special-shaped pile rolling forming device and a construction method. The multi-fin special-shaped pile rolling forming device comprises a grouting device, a power head, a drill pipe, a rolling transmission shaft, a limiting guiding shell, a planetary rolling wheel and the like. The rolling transmission shaft is connected with the limiting guiding shell through a bearing. A plurality of guiding fins are arranged at the outer portion of the limiting guiding shell, and inner teeth are arranged on the inner circumference of the limiting guiding shell. The planetary rolling wheel is installed on an eccentric part of the rolling transmission shaft through a bearing, and a plurality of rolling fins are arranged at the outer portion of the planetary rolling wheel. The planetary rolling wheel is provided with outer teeth engaged with the inner teeth. The rolling transmission shaft drives the planetary rolling wheel to revolve, meanwhile, the planetary rolling wheel rotates by itself around the eccentric part of the rolling transmission shaft, a multi-fin special-shaped pile hole is machined, concrete is injected, and pouring forming of a multi-fin special-shaped pile is achieved. The multi-fin special-shaped pile rolling forming device is reasonable in structure, the proportion of the side superficial area to the sectional area of the formed pile is large, the soil squeezing negative effect is reduced, the bearing force is greatly improved, and the construction efficiency is high.