The invention provides a sprayed quick-setting waterproof rubber asphalt coating, and preparation and construction methods thereof. The sprayed quick-setting waterproof rubber asphalt coating comprises a component A and a component B, wherein the component A comprises anionic hard emulsified asphalt and a polymer latex, and the penetration degree of the anionic hard emulsified asphalt is 30 to 50;and the component B comprises a coagulant. Since the anionic hard emulsified asphalt is used in the component A, the prepared sprayed quick-setting waterproof rubber asphalt coating has the characteristics of high tensile strength, good heat resistance and low low-temperature flexibility, and is applicable to high-temperature construction environments and low-temperature environments.