The invention relates to the technical field of oil and gas conveying pipelines, discloses a coated pipeline welding structure and a welding method thereof. The coated pipeline welding structure includes a first pipeline body, a second pipeline body docked with the first pipeline body in a coaxial sealing mode, a first coupling and a second coupling welded to the first coupling coaxially, whereinanticorrosive coating is coated on the inner ring walls of the first pipe body and the second pipe body, the first coupling is arranged on the outer periphery of the first pipeline body in a sleevingmode, a first annular space is constructed between the first coupling and the first pipeline body, and the second coupling is arranged on the outer periphery of the second pipeline body in a sleevingmode; and a second annular space is constructed between the second coupling and the second pipeline body, the first annular space communicates with the second annular space and construct together intoa one-piece annular sealed space, and the first coupling is connected with the second coupling and construct a first weld seam in the joint site of the one-piece annular sealed space correspondingly.The coated pipeline welding structure has the advantages of being reliable in connection, high in sealing performance and preventing the high temperature from damaging the anticorrosive coating.