The invention provides an aeolian sand subgrade construction method. The method comprises the following steps that surveying and setting out are conducted; a base layer is laid; padding is loaded and unloaded; a reinforcing layer is laid; a reinforcing layer is laid on the surface of aeolian sand, wherein the reinforcing layer comprises limestone, polypropylene fibers, loose filling and the balance coal ash; tilling is conducted, specifically, watering is conducted on the reinforcing layer, and tilling is conducted on a subgrade multiple times in the length direction; riffle watering is conducted; rolling compaction is conducted through a bulldozer; rolling compaction is conducted through a road roller; compaction detection is conducted, specifically, the compaction coefficient Kof the compacted aeolian sand is detected in a sand filling mode or a water filling mode; and the step that padding is loaded and unloading to the step that compaction detection is conducted are conducted repeatedly until the subgrade reaches a design elevation, and construction is completed. According to the aeolian sand subgrade construction method provided by the invention, the reinforcing layer is laid on the aeolian sand, the reasonable rolling compaction mode is adopted, the strength of the vibrated and compacted subgrade meets design requirements, the compressive strength is high, the failure strain resistance and tension resistance of the subgrade are greatly improved, and the stability of the subgrade is improved.