The invention discloses a deep-foundation-pit pile-anchor supporting system with anchor heads arranged on pile bodies and an implementing method of the system. The supporting system comprises retaining piles, anchor rods, saddle-shaped cushion blocks, anchor devices, PVC pipes, wedges and locking beams; the PVC pipes are arranged inside the retaining piles in advance; inner ends of the anchor rods penetrate through the PVC pipes and are inserted in the foundation pit wall, and outer ends of the anchor rods are fixedly connected with the anchor devices; and included angles being 15-25 degrees are formed between axes of the anchor devices and the horizontal plane and are kept consistent with inclination angles of the anchor rods. Waist beams in a traditional pile-anchor system are canceled, so that the prestress loss caused by deformation of the waist beams is avoided. The force of the anchor rods is directly transferred to the retaining piles, the anchor rods and the retaining piles can be better integrally and synergistically stressed, and a supporting structure is better in integrity, safe and reliable. A lot of connecting batten plates and welding rods are canceled, so that profile steel materials and the electricity consumption are greatly saved. Heavy and dangerous waist beam mounting work is avoided, procedures are simplified, and the construction period is shortened.