The invention provides a construction method of a steel coal bucket and a stainless steel board lining of a heat-engine plant. The steel coal bucket is in a square cone shape or round cone shape, and single-block stainless steel boards are regularly arranged and welded on the inner wall of the steel coal bucket as a lining. The construction method comprises the following steps of: designing a jointed board picture; cleaning an inner wall of a substrate of the steel coal bucket; blanking the stainless steel boards; carrying out point welding and positioning; welding the stainless steel boards; grinding butt-joint seams; and the like. The construction method provided by the invention has the advantages of convenience in construction operation, and small size, light weight and great convenience in carrying of the single-block stainless steel board. The stainless steel boards are welded on the substrate of a steel board, so that the weldability is good. Coal particles are difficult to adhere on the bucket wall of the stainless steel board lining to cause blocking; the stainless steel board lining has long service life; and the service lives of an ultra-macromolecule polyethylene board and a rubber board as the lining are 5-8 years in normal, but the service life of the stainless steel board lining is as long as 10 years.