The invention discloses a multi-well combined artificial heat storage construction system based on hot dry rock and a construction method. A new idea for artificial heat storage construction based onhot dry rock is provided, a well group effect on multi-well combined reservoir construction can be realized with a multi-well combined construction method as a core through integration of hydraulic fracturing, chemical stimulation and other means, communication distance between an injection well and a mining well in dry hot rock development is effectively increased, effective volume and heat exchange area of artificial heat storage are increased, long-term and low-pump-volume shear fracturing and chemical stimulation on multiple wells are continued, pumping pressure and scale are small, stressrelease process is slow, and earthquake risk can be effectively reduced; with adoption of the method, large-scale effective artificial heat storage construction for hot dry rock is realized, economicbenefit of the hot dry rock development is increased, and therefore, the requirement of commercial development is met.