The invention discloses a heat preservation structure for a natural gas combined cycle waste heat boiler instrument sampling pipeline and a mounting method. The heat preservation structure comprises asampling pipe. An electric heat tracing cable layer A is fixed to the surface of the sampling pipe. An electric heat tracing cable layer B is fixed to the surface of the electric heat tracing cable layer A. A heat preservation layer A is arranged between the electric heat tracing cable layer A and the electric heat tracing cable layer B. A heat preservation layer B is arranged on the surface of the electric heat tracing cable layer B. A protective layer is arranged on the surface of the heat preservation layer B. By means of the heat preservation structure for the natural gas combined cycle waste heat boiler instrument sampling pipeline and the mounting method, it can be effectively guaranteed that the temperature of fluid in the sampling pipe maintains to be consistent with the actual temperature when the fluid enters an instrument; and reading precision of the instrument is guaranteed.