A trough plate for constructing a locked polymer anti-seepage wall includes a plate body, a guide tube, a grouting pipe and an anti-blocking head. A construction method of the locked polymer anti-seepage wall includes the steps of positioning an Nth trough plate and then pressing the Nth trough plate into ground, wherein N is a natural number larger than and equal to 1; engaging an (N+1)th trough plate with the Nth trough plate, and then pressing the (N+1)th trough plate into the ground; connecting a grouting pipe of the Nth trough plate with a grouting machine, pulling out the Nth trough plate, and simultaneously grouting through the grouting pipe of the Nth trough plate by the grouting machine; and repeating the steps (B) and (C) till the locked polymer anti-seepage wall is completed, wherein the steps (B) and (C) are repeated every time, N is automatically increased by 1.