The invention discloses a construction method of an energy tunnel layer burned geothermal heat exchange system. The construction method comprises the steps of: (1) construction of a tunnel inverted arch; (2) construction of a heat exchange layer below a pavement; (3) construction of a lower waterproof layer; (4) pouring of a backfill layer; (5) construction of a road bed pavement; (6) installation of a water supply pipe and a water return pipe; and sealing connection with a heat exchange layer; and (7) formation of a closed circulation system through connecting a circulating water pump with the water supply pipe, the water return pipe and a user end or a heat pump. In addition, a spraying waterproof layer with a set thickness can be constructed on the surface of a primary lining of a tunnel; the heat exchange layer above the pavement is constructed; a conversion adapter is mounted; the heat exchange layers above and below the pavement are connected; a secondary lining of the tunnel is cast; and an insulation plate and a fireproof plate of the tunnel are mounted. The construction method is excellent in adaptability, is higher in heat exchange efficiency, saves the cost, and saves the construction period.