The construction process for shielded tunnel to penetrate through river bed with shallow covered soil layer includes the following steps: engineering investigation, river bed analogy, calculation and analysis, research and determination of technological scheme, determining auxiliary measures and setting the initial shielding parameters, river bed penetrating construction, etc. The auxiliary measures include foundation consolidation, setting anti-floating plate, surface blasting weight, etc. The initial shielding parameters include earth pressure, earth output amount, propulsion speed, grouting amount, etc. During the construction, one computerized real-time monitoring system is adopted for comprehensive monitoring on tunnel sedimentation, displacement and other conditions. The construction process can ensure safety and avoid water inrush, collapse and other accidents.