The invention relates to a construction method for controlling rock pillar type rock burst in the process of double-head tunneling deep-buried tunnel transfixion, aiming to providing a construction method for controlling rock pillar type rock burst in the process of double-head tunneling deep-buried tunnel transfixion to pretreat surrounding rocks, eliminate risks of the rock pillar type rock burst and ensure the construction safety and progress. Based on the technical scheme for solving the problem, the construction method for controlling the rock pillar type rock burst in the process of double-head tunneling deep-buried tunnel transfixion comprises the following steps of: firstly, changing double-head tunneling into single-head tunneling; secondly, conventional tunneling blasting with the tunneling blasting footage of 1.8-2m/blasting cycle; thirdly, stress relief blasting; fourthly, discharging slag, finishing support to carry out next conventional tunneling blasting and stress relief blasting until transfixing a whole rock pillar. The invention is mainly used for double-head tunneling a deep-buried traffic tunnel and a deep-buried hydraulic tunnel.