Provided is a construction method of shield machine rapid station passing in small space. Through the use of an over station trolley and a shield machine, the rail is laid on the ground, and the over station trolley is erected on the rail. The trolley is provided with wheels, and walks on the steel rail, the resistance is small, and the directional control performance is good. Not only construction can be conducted in small space, but also the technical problems in the prior art of tedious construction, complex process and high labor intensity of workers are solved. The method is high in station passing efficiency, accurate in directional control, and the construction cost is low.