The invention provides a cementing rockfill dam and a construction method thereof, and relates to the technical field of novel dam construction materials for water conservancy and hydropower projects.The cementing rockfill dam includes a plurality of construction layers which successively stacked, each construction layer contains a first cementing gravel layer, a cementing rockfill layer and a second cementing gravel layer which are successively stacked from bottom to top, and the particle sizes of aggregates in the cementing rockfill layers are greater than 150 mm; and the particle sizes ofthe aggregates in the first cementing gravel layers and the second cementing gravel layers are smaller than or equal to 150 mm. A sandwich spreading and rolling dam construction method is adopted, anupper material can be laid before a lower material dries and solidifies, the aggregates with the particle sizes larger than 150 mm can be utilized, and the pedigree of the cementing dam construction materials is further broadened; and the efficiency of dam construction is improved, the cementing performance of the dam aggregates is improved, the interlayer bonding performance is improved, and thestability of a dam body is enhanced.