The invention relates to a filling and construction method of a heavy-load railway subgrade in a windy and sandy zone. The filling and construction method comprises the following steps of: after clearing the surface of a subgrade, performing rolling compaction by wheels one after another from the edge of the subgrade to the inner side of the subgrade by a crawler-type machine, wherein the rollingcompaction is completed once when single-side wheel paths fully cover one working plane, and performing stable rolling compaction twice; after completing stable rolling compaction, firstly sealing a layer of low-liquid limit sandy clay on the original sandy ground surface, and then performing rolling compaction through a heavy-duty road roller; measuring the moisture content of fillers through a soil moisture meter; comparing the detected moisture content of the fillers with the optimum moisture content; and if the detected moisture content is smaller than the optimum moisture content, starting a sprinkler to continue to sprinkle water onto the subgrade until the moisture content of the fillers measured by the soil moisture meter is within the range of 1% bigger or smaller than the optimummoisture content or equal to the optimal moisture content, then stopping sprinkling water with the sprinkler and starting the heavy-duty road roller to perform rolling compaction. Compared with a water deposition method, the technology of the filling and construction method has the advantages that the water consumption of the project is reduced, and a set of safe, reliable, quality-guaranteed andquantity-guaranteed technology for the treatment of the original sandy ground surface and the filling of group C soil (silty fine sand) is formed.