The invention discloses an inserting plate type totally closed sound barrier and an installation method thereof. The sound barrier comprises a plurality of sound barrier plates and a portal frame formed by H-shaped steel columns, wherein the sound barrier plates are arranged in the two adjacent H-shaped steel columns; special-shaped H-shaped steel columns are also arranged in the portal frame and are longer than the sound barrier plates; outside flange plates of the special-shaped H-shaped steel columns are wider than inside flange plates of the special-shaped H-shaped steel columns; and a limiting device used for limiting the displacement of the sound barrier plates is arranged on each web plate of the special-shaped H-shaped steel columns. The installation method comprises the following steps: firstly completing installation of all the main steel structures and then installing the sound barrier plates; inserting the sound barrier plates in the flange plates one by one via notches in the special-shaped H-shaped steel columns and feeding the sound barrier plates into other positions; and after installation of the sound barrier plates in other positions is completed, installing the sound barrier plates on the special-shaped H-shaped steel column sections and finally fixing the sound barrier plates in the positions by the limiting devices (namely steel angles), thus completing installation of the sound barrier plates. The sound barrier and the installation method have the beneficial effect that the construction efficiency is greatly improved.