The invention provides a grouting anchor rod structure and a construction method thereof. The grouting anchor rod structure comprises a rod body, a tray, a locking nut, a self-locking ring, a positioning plug and a consolidation body, wherein an anchor hole is drilled in a rock mass, the self-locking ring is installed on the anchor rod body, one end of the rod body extends into the anchor hole, the other end of the rod body penetrates through the positioning plug and the tray to be screwed with the locking nut, the tray covers the port of the anchor hole, and the gap between the rod body and the inner wall of the anchor hole is filled with the consolidation body. The construction method includes the steps of making a grouting pipe, drilling the anchor hole, installing the rod body, preparing a grouting material, connecting the grouting pipe, and grouting the gap between the anchor hole and the rod body through the grouting pipe. By adopting the technical scheme, the injected grouting material is more uniformly distributed in the anchor hole and then coagulated through the self-locking ring arranged on the rod body, it is effectively avoided that the grouting material overflows fromthe anchor hole, the rod body is more closely connected with the surrounding rock, the anchor rod supporting strength and effect are improved, and potential safety hazards are reduced.