The invention provides a construction method for an underground excavated large-section subway station to pass through a viaduct in a fine sand layer based on the pioneer heading-column method. The method comprises the following construction steps of 1, conducting advance geological improvement, wherein deep hole grouting, advance large pipe shed construction and advance small guide pipe construction are conducted; 2, conducting construction based on the pioneer heading-column method, wherein column pilot tunnel construction, mid-span pilot tunnel construction and side-span pilot tunnel construction are conducted. The method has already been applied to underground excavation of the Great Wall bridge station of the first-stage project of the urban mass transit 1# line in the Shijiazhuang City, settlement deformation of municipal pipelines and surrounding buildings and structures is effectively controlled, and safety of subway station underground excavation is guaranteed.