The invention discloses an anti-subsidence control method by supplying grouting in real time in shield construction. According to the anti-subsidence control method, a shield machine cutter, a shield shell, a shield tail brush, around soil layers, segments, a first annular segment, a second annular segment, a third annular segment, a water glass grout grouting pipe, an auxiliary synchronous grouting pipe, a main synchronous grouting pipe, a water glass grout grouting pump, a water glass grout preparation barrel, a shield machine cement grout synchronous grouting box and a ball valve are included. Synchronous grouting and secondary grout supplying are effectively integrated, cement injection and water glass injection are organically combined, therefore the timeliness and the effectiveness of filling of gap in the backs of the segments are strengthened, disturbances caused by intersection construction of a traditional secondary grouting and normal tunneling of the shield machine are eliminated, compared with the traditional secondary grouting method, cement grout does not need to be prepared separately, the grouting amount is greatly decreased by separately pumping the water glass grout, the construction schedule is speeded up, the automation level is improved by taking full use of self equipment of the shield machine, and the manpower and material resources are saved.