The invention discloses an underground engineering assembled lagging jack automatic connecting device and a construction method. The device comprises a first connecting part, a second connecting partand a connecting shaft; the first connecting part and the second connecting part are rotationally connected through the connecting shaft; the first connecting part comprises a fixed plate and at leastone fixed shaft; the fixed plate is provided with a connecting shaft through hole, and a fixed shaft hole matched with the fixed shaft; the second connecting part comprises a pressure bearing plate and a lug plate; the lug plate is arranged on the side edge of the pressure bearing plate, and is provided with a hole opposite to the fixed shaft hole; and after the first connecting part and the second connecting part are rotated to a set position, the clamping connection of the first connecting part and the second connecting part is realized through clamping of the fixed shaft between the fixedshaft hole and the through hole. The device can flexibly assemble lagging jacks.