The invention discloses a shield entry auxiliary structure and a construction method, and belongs to the technical field of underground space development. The auxiliary structure comprises a tunnel portal reinforcement freezer and a steel sleeve box; the tunnel portal reinforcement freezer comprises a tunnel ring outer frozen soil curtain and a tunnel ring inner frozen plate longitudinally and axially arranged around a tunnel portal on one side of a receiving well; the steel sleeve box is mounted in the receiving well; the steel sleeve box is a spliced steel structure opened in one end and with a cavity; the inner diameter of the steel sleeve box is larger than the outer diameter of a shield; and one opened end of the steel sleeve box is fixedly connected with the tunnel portal. The construction method comprises the following steps: the tunnel portal reinforcement freezing is firstly performed; meanwhile, the gesture of the shield is manually rechecked and measured; then, the steel sleeve box fixedly connected with the tunnel portal is mounted in the receiving well; a leading bridge is mounted in the tunnel portal; a receiving base is mounted at the bottom of the inner wall of the steel sleeve box; the tunnel portal is drilled away; then, the steel sleeve box is filled for compaction; the shield entry is performed; the tunnel portal is sealed; and finally, the steel sleeve box is dismounted, and the shield is disassembled.