The invention discloses a waterproof structure of a wall embedded part and a construction method thereof. The waterproof structure of the wall embedded part comprises a first sealing block, a second sealing block and a waterproof layer, and the first sealing block and the second sealing block Set on the outside of the embedded part, the assembly formed by the three is set in the prefabricated rectangular hole of the structural wall, the inside of the rectangular hole is set with fine stone concrete, and the waterproof layer is set on the outside of the structural wall; The embedded parts protrude from the waterproof layer, the first sealing block is located at the junction of the fine stone concrete and the waterproof layer, and the second sealing block is arranged in the waterproof layer; the waterproof layer includes polyolefin, parylene C , Waterproofing agent and adhesive, polyolefin, Parylene C, waterproofing agent, the volume ratio of the adhesive is 75%: 5%: 8%: 12%. The technical solution provided by the invention has a reasonable structure and convenient construction, without opening holes in the formwork when the wall formwork is installed, reducing the construction process of applying the protective layer and effectively improving the construction efficiency.