The invention relates to an ultra-high performance concrete and common concrete combined pile and a construction method thereof. The combined pile comprises an ultra-high performance concrete prefabricated barrel, a plurality of holes are formed in the side wall of the ultra-high performance concrete prefabricated barrel, the ultra-high performance concrete prefabricated barrel is placed in a pile hole, the center line of the ultra-high performance concrete prefabricated barrel coincides with that of the pile hole, common concrete is poured in the ultra-high performance concrete prefabricated barrel to form a common concrete inner core, the common concrete flows out of the holes in the outer wall of the ultra-high performance concrete prefabricated barrel from inside to outside to form a common concrete bonding outer layer, and the common concrete bonding outer layer is located between the outer wall of the ultra-high performance concrete prefabricated barrel and the inner wall of the pile hole. The ultra-high performance concrete and common concrete combined pile is simple in structure construction, novel in material and good in mechanical property, the pile diameter can be reduced, manufacturing cost can be saved, the problems happening to pile foundation construction are effectively solved, the quality and durability of the pile are improved, the good mechanical property and economic benefits are achieved, and the quite wide application prospect is achieved.