The invention relates to an external wall heat insulation structure and a construction method thereof. A part of a filling wall body outwards projects out of the outer side edges of a building structure post, a structure wall, a beam and a floor slag; at least two crisscross structural belts are formed; and the at least two crisscross structural belts form a groined structural belt on the whole building elevation. On the basis of remaining the effects of avoiding a heat bridge and preventing inside moisture condensation of a conventional outer heat insulation structure, a construction method is optimized, so that the advantages are realized through being compared with conventional outer heat insulation in aspects of material saving, labor saving, fireproof safety, thermal performance and the like.