The invention discloses a high-speed rail lattice-type embankment structure and a construction method thereof with an aim to realize construction of high-speed rail embankment with non-modified natural fine-grained fillers to have construction investment greatly saved. The high-speed rail lattice-type embankment structure comprises a lower embankment structure, lattice bodies, a drainage prevention layer, an embankment surface structure and a rail foundation; the lower embankment structure is characterized in that natural fine-grained soil is filled in the foundation in a layered manner; the lattice bodies are embedded in the lower embankment structure at intervals, each lattice body comprises at least two reinforced concrete frames arranged in a vertical layered manner and grunted anchors arranged at intervals, and the grunted anchors vertically penetrate the reinforced concrete frames with the lower ends entering rock-soil body of the foundation; the drainage prevention layer is arranged at the top of the lower embankment structure; the embankment surface structure is filled in the top of the drainage prevention layer by adopting graded broken stones; the rail foundation is arranged at the top of the embankment surface structure.