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 and relates to the technical field of special (ultra) high voltage electric reactor mounting. The thermal insulation shelf has advantages of good mobility, good portability, capability of repeated use and simple mounting process. The thermal insulation shelf includes tarpaulin and an inflatable support, wherein the tarpaulin is arranged on the support. The support includes a ceiling support and a shelf body support. Both of the ceiling support and the shelf body support are made of a plurality of inflating columns. The inflating columns forming the ceiling support are not communicated with the inflating columns forming the shelf body support and the inflating columns forming the shelf body support can be coiled or folded when not in an inflated state. The thermal insulation shelf is used for thermal insulation of special (ultra) high voltage electric reactors and ensures the smooth conduction of special (ultra) high voltage electric reactor mounting.