The invention discloses a thermal insulation shelf used for special (ultra) high voltage electric reactor mounting and a constructing method of the thermal insulation shelf, relates to the technical field of special (ultra) high voltage electric reactor mounting and solves technical problems that a prior thermal insulation shelf cannot meet temperature requirements in mounting processes of different lengths of special (ultra) high voltage electric reactors and further the smooth conduction of the special (ultra) high voltage electric reactor mounting is affected. The thermal insulation shelf includes a plurality of inflating columns connected in a dismountable manner and capable of forming a thermal insulation shelf framework after being inflated; outer tarpaulin mounted on the thermal insulation shelf framework and wrapping the outer side face of the thermal insulation framework; and inner tarpaulin mounted on the thermal insulation shelf framework and wrapping the inner side face of the thermal insulation framework. The invention is applied to special (ultra) high voltage electric reactor mounting.