The invention relates to a new welling drilling method for efficient rock breaking by means of heating power jet flow, and a complete set of construction scheme. According to the system composition, a continuous coil tubing unit, an electric measuring instrument truck, a cable, an air injection pipeline, a fuel injection pipeline, a fuel reaction cavity, a heating power jet flow nozzle, a ground pump set and the like are included. According to the technology, on the basis of the principle that the continuous heated surfaces of rocks crack until the rocks are decomposed in a splitting mode, the heating power jet flow acts on the rocks on the deep well hard formation, the non-contact efficient rock breaking is achieved under heat transfer and impact force of high-temperature and high-pressure fluid media, and the energy utilization rate of the well bottom is improved; the technological process is simple, the continuous oil tube well drilling technology is combined, a drill bit does not need to be replaced, the time of the tripping operation is shortened, abrasion to a tubular column is reduced, and the cost of the drilling operation is reduced. According to the new welling drilling method for efficient rock breaking by means of heating power jet flow, the heating power jet flow technology is creatively guided into the continuous oil tube well drilling, popularization and application of the continuous tube technology are facilitated, and oil and gas resources are efficiently exploited.