The invention relates to a construction method of jet grouting piles, in particular to the construction method of the jet grouting piles adjacent to an existing built building. The construction method comprises the following steps: testing the piles to determine relevant parameters, and reducing the quantity of used jet grouting pile machines as far as possible on the premise of satisfying the quality and construction period; making sure that the space between piles of two pile machines which carry out construction simultaneously is larger than or equal to 6 m; forming a pressure relief hole in a construction route facing to a corresponding high-pressure jet grouting pile, wherein the depth of each pressure relief hole is larger than a certain depth of the corresponding jet grouting pile; enhancing monitoring on the adjacent building in a construction process of the jet grouting piles; adopting a slurry retaining wall drilling machine to form the pressure relief holes, and temporarily putting a steel reinforcement cage, a bamboo cage and the like coated with a dense screen into each pressure relief hole; periodically carrying out spot check on the specific gravity of slurry in each pressure relief hole, wherein the specific gravity of the slurry is generally 1.1 to 1.2; immediately adjusting the specific gravity of the slurry when the specific gravity of the slurry is beyond the range; lifting out the steel reinforcement cage and the bamboo cage inside each pressure relief hole after the construction of all high-pressure jet grouting piles is ended, and refilling each pressure relief hole with pure soil or bentonite; and blocking the jet grouting piles in a hitting way. The construction method provided by the invention can effectively solve the influences, on the adjacent building, of the grouting construction of the jet grouting piles.