The invention discloses a wall-protecting borehole pressure relief method for coal mine rock burst control. A mode of combining small diameter penetration boreholes with large diameter pressure reliefboreholes is adopted to realize shallow supporting pressure unloading and transferring of peak supporting pressure to a deep coal body on the premise of protecting stability of a bolt-mesh support system of a coal roadway; and the small diameter penetration boreholes are utilized to approach and penetrate a shallow coal wall, so that the influence on a bolt-mesh support structure is reduced in the shallow coal wall, and destruction and instability of the coal wall caused by the failure of the bolt-mesh support in the coal wall are avoided. When the small diameter penetration boreholes penetrate through a coal wall supporting pressure pressure relief area, borehole diameters are enlarged to perform larger diameters boreholes unloading and transferring coal wall shallow part higher supporting pressure. Thus, rock burst can be effectively prevented, and the instable failure of the coal wall in a backstoping roadway can be prevented.