The invention discloses a surface-precipitation-free subway station construction method integrated with pipe gallery construction. The method comprises the following steps that S1, a shaft 5 and a transverse channel 6 are constructed; S2, precipitation wells are constructed in a closed precipitation pilot tunnel and in a pipe gallery, and a precipitation operation is conducted; S3, a pilot tunnel on the lower portion of a station is dug; S4, secondary lining structures of a bottom beam, a strip footing and the station are constructed; S5, the precipitation wells in the precipitation pilot tunnel and in the pipe gallery are backfilled, and the secondary lining structure of the pipe gallery is constructed. According to the method, the shaft and the transverse channel are used for completing synchronous construction of the subway station and the pipe gallery; the subway station uses a pipe gallery pilot tunnel for precipitation, the overall manufacturing cost is reduced, and the waste is reduced.