The present invention provides a data construction method based on a seismic feature transformation space. The method comprises steps of: Step 1: inputting seismic data that needs to be reconstructed;Step 2: analyzing characteristics of the input seismic data, and determining an effective feature transformation space according to the analysis result; Step 3: performing feature sparse expression on the seismic data according to the feature transformation space by using the corresponding feature transformation; Step 4: performing data construction processing method initialization; Step 5: determining the threshold of each iteration; and Step 6: performing data construction algorithm iterative calculation. The data construction method based on the seismic feature transformation space can automatically select a reasonable and effective feature transformation space according to the geophysical information contained in the actual seismic data itself, and has the adaptability; the method canmeet the transformation requirements of different seismic data, and better realize the sparse expression of the earthquake signal in the feature transformation space; and the method is fast in iterative convergence speed, high in computational efficiency, and high in data construction accuracy.