The invention discloses an underground continuous wall joint structure and a construction method thereof. The underground continuous wall joint structure is characterized in that the underground continuous wall joint structure comprises a self-closed joint tool and a joint temporary-plugging tool matched with the self-closed joint tool in surface shape, the self-closed joint tool comprises a semi-circular-arc-shaped joint sealing plate, two linear connecting parts, a first type fan-shaped water-swelling water stopping strip, a second type water-swelling water stopping strip, a third type water-swelling water stopping strip, a fourth type water-swelling water stopping strip and linear joint sealing plates, wherein the linear connecting parts are symmetrically mounted on the semi-circular-arc-shaped joint sealing plate and penetrate through the two sides of the inner and outer arc faces of the semi-circular-arc-shaped joint sealing plate, the first type fan-shaped water-swelling water stopping strip, the second type water-swelling water stopping strip and the third type water-swelling water stopping strip are sequentially stuck to the inner arc face of the semi-circular-arc-shaped joint sealing plate, the fourth type water-swelling water stopping strip is stuck to the middle of the outer arc face of the semi-circular-arc-shaped joint sealing plate, and the linear joint sealing plates are located at the two ends of the semi-circular-arc-shaped joint sealing plate. The underground continuous wall joint structure has the advantages that the function of self leakage plugging after joint leakage is achieved, meanwhile, the integrality of a joint can be improved, development of water-permeable cracks is reduced, and the construction cost is low.