The invention relates to a foundation pit project in the civil transportation construction industry, in particular to a construction method of an enclosure structure with ultra-short underground walls, wherein the enclosure structure is used for a foundation pit therebelow which is used for the construction of leading a tunnel to pass through a shield zone, and the method comprises the following steps: carrying out trench forming construction according to the size of each pair of the ultra-short underground walls to be constructed, wherein the bottom of the dug trench section is positioned not less than 0.5m above the top of a shield; then hoisting and placing a steel bar cage and filling concrete in the trench section for constructing the pair of the ultra-short underground walls; further carrying out the trench forming construction between the ultra-short underground walls for constructing the trench section which is vertical to the ultra-short underground walls, wherein the bottom of the trench section is leveled with the bottom of the trench section of the ultra-short underground walls; and hoisting and placing the steel bar cage and filling the concrete in the trench section for constructing transverse underground wall short walls. The construction method has the advantage of ensuring the smooth passing through of the shield at later stage; compared with the traditional practice of leading the shield to pass through glass fiber bar underground walls, the shield does not need to pass through the underground walls, thereby reducing the project risk and the cost.