The utility model relates to a waterproof structure for an interval segment and a molded lining port undergoing TBM construction. If ports of two structures are adopted in an interval undergoing TBM construction, the usual waterproof practice includes that a molded lining is directly poured together with the segment, and the waterproof effect is limited. A deformation joint is arranged in the port of the TBM segment and the TBM molded lining and filled with a polyurethane foam board, an elastic sealing gasket extruded by the polyurethane foam board is arranged in a sealing gasket groove formed in the TBM segment, and a back-attachment type water stop, a macromolecule waterproof board and geotechnical cloth are laid between the TBM molded lining and an outer layer structure. The waterproof structure is reasonable in structure, easy to achieve in construction and remarkable in waterproof effect, plays a role in protecting an existing structure and prevents corrosion, and the service life of the waterproof structure is prolonged.