The invention discloses a double-shield TBM shotcrete and bolting supporting structure and a construction method thereof. The double-shield TBM shotcrete and bolting supporting structure comprises segments and a shotcrete and bolting structure, and the segments are used for being lined on the surrounding rock of the arch bottom of a tunnel. The shotcrete and bolting structure comprises a metal mesh, anchor rods and a concrete layer, the metal mesh is laid on the surrounding rock of the arch crown of the tunnel, the anchor rods are anchored to the surrounding rock of the arch crown of the tunnel, the concrete layer is formed by solidification of concrete sprayed into the surrounding rock provided with the metal mesh and an anchor rod area, and the solidified concrete layer, the anchor rodsand the metal mesh form a surrounding rock supporting structure for common bearing to reinforce the surrounding rock of the arch crown of the tunnel. According to the double-shield TBM shotcrete and bolting supporting structure, the flexibility is high, the timeliness and sealing of the surrounding rock support are good, at the same time, appropriate deformation of the surrounding rock is allowedto give play to the self-bearing capacity of the surrounding rock so as to realize the flexible support of the tunnel, the shotcrete and bolting supporting structure can also make full use of the characteristic of the good self-stability of the surrounding rock, the engineering cost is reduced, and the engineering progress is accelerated.