The invention relates to an active reinforced filling wall and a construction method. The active reinforced filling wall comprises a hollow tubular anchoring agent, and the construction method is as follows: 1 the length of an anchor rod or an anchor cable is greater than the thickness of the wall; 2 the hollow tubular anchoring agent is of a hollow tube shape alternatively prefabricated by an anchoring agent and daub which are separated by a polyester film, and the anchoring rod or the anchoring cable is embedded with the hollow tubular anchoring agent; 3 the anchoring rod or the anchoring cable is laid in a predetermined position on a template; 4 a filling material is filled; 5 the template is dismounted; 6 a tray and a screw cap or a rigging are mounted; 7 the anchoring rod or the anchoring cable is rotated, the polyester film of the hollow tubular anchoring agent is cracked at once, the anchoring agent and the daub react after being mixed, and the anchoring rod or the anchoring cable is integratedly anchored with consolidated filling material around; and 8 pre-tightening force is applied. According to the active reinforced filling wall and the construction method, due to the adoption of a solution of embedding the hollow tubular anchoring agent on the anchor rod body, the problems that reinforcing ribs are difficult to be laid on the wall, the early strength of a masonry wall is low and a long time is needed to increase the strength are solved; the anchor rod or the anchor cable is transversely consolidated in the wall by the anchoring agent and the pre-tightening force is applied.