The invention belongs to the technical field of fusion reactors and concretely discloses a machining method of a first wall finger part with enhanced thermal load in a thermonuclear fusion reactor. The method comprises the following steps: preparing an HVT cooling passage upper cover plate with a copper-chromium-conium alloy/stainless steel composite plate in order to carry out ultrasonic nondestructive inspection; machining CuCrZr alloy till an integral HVT tooth-type groove structure is formed; assembling an HVT stainless steel water box base and the HVT cooling passage upper cover plate; sealing a cooling passage inlet and a cooling passage outlet and carrying out a hydraulic pressure test and performing leakage detection on a helium cover; and assembling a coating surface of a beryllium tile and a copper-chromium-conium alloy surface of an HVT cooling passage base. Therefore, reliable bonding and performance of copper-chromium-conium alloy heat sink material between special-shapedmaterials of the first finger part in the fusion reactor are effectively ensured. The thermal fatigue performance, pressure-resistant performance and vacuum seal performance of the part HVT cooling passage are enhanced. The cooling passage is not likely to be subjected to stress corrosion. The anti-fatigue rupture capability of preventing high-temperature loads of the overall part meets the requirement for commission of the fusion reactor.