An underground mining method for unexploited coal in a boundary open-pit mine is provided. A shaft construction platform is arranged at one rock step to two rock steps above a coal seam. Intermediate bridges are built starting from a pit bottom. Mining area clay is laid on a working slope where no intermediate bridge is built and on a side slope with an outcrop of the coal seam as a sealing layer to seal the slopes. Auxiliary vertical shafts and main inclined shafts are dug. The pit bottom is dug downward to form a digging space on a side close to the working slope between two adjacent ones of the intermediate bridges, and clay is filled into the digging space to form an artificial water barrier layer. A roadway communicating the main inclined shafts and the auxiliary vertical shafts is constructed, and a coal seam stope face is arranged.