The invention relates to the field of assembly type concrete structures, and specifically relates to a structure of connecting shear walls and a coupling beam by U-shaped steel bars and connecting pieces, and an assembling method. A structure splitting and assembling system is formed by a coupling beam in prefabricated shear walls, and prefabricated shear walls, or a coupling beam of a shear wall with a half-span coupling beam, and U-shaped connecting steel bars, and the connecting pieces are pre-embedded in the prefabricated coupling beam, the prefabricated wall or the prefabricated wall with a beam. When the coupling beam of the shear walls in the assembly type concrete frame-shear wall structure is long, splitting is carried out at positions where two ends of the coupling beam are connected with the shear walls, and the prefabricated coupling beam and the two prefabricated walls connected with beam ends of the prefabricated coupling beam are respectively manufactured; and when the coupling beam of the shear walls in the assembly type concrete frame-shear wall structure is short, splitting is carried out at the midspan position of the coupling beam, and two prefabricated walls with a beam are formed after splitting is carried out, and the connection method is mentioned above. Connection of the shear walls and the coupling beam is achieved by the U-shaped steel bars and the connecting pieces, components are simple and workable, the assembling process is simple, time is saved and efficiency is high, and applicability is wide.