The invention discloses a rock-fill concrete core wall cemented rock-fill dam and a construction method thereof. The rock-fill concrete core wall cemented rock-fill dam comprises a rock-fill concretecore wall and cemented rock-fill dam bodies, wherein the rock-fill concrete core wall is positioned on the central position; the cemented rock-fill dam bodies are formed at the two sides of the rock-fill concrete core wall; the rock-fill concrete core wall comprises rubbles and a first self-compact cement base material which is compacted and filled into holes of the rubbles, so that rock-fill concrete is formed through cement hydration reaction; the cemented rock-fill dam body comprises a rock-fill material, a second self-compact cement base material and a sandy soil material; the rock-fill material and the second self-compact cement base material form a cemented rock-fill material framework; and the sandy soil material is filled into the cemented rock-fill material framework. The rock-fill concrete core wall cemented rock-fill dam has the characteristics of a small dam size, strong foundation adaptation, small ram body uneven settling, certain flood overtopping resistance, less cementdosage, low hydration heat and the like.