The invention discloses a piston type resistance-increasing yielding anchor rod and a construction method. The piston type resistance-increasing yielding anchor rod includes a resistance-increasing yielding device, a rod body, a tray and nuts; the resistance-increasing yielding device is composed of deformed steel bar and resistance-increasing blocks; the rod body is a hollow threaded anchor rod of which one end is close and the other end is open; the wall thickness of a portion of anchor rods from closed ends of the threaded anchor rods to the internal portion is gradually increased; the resistance-increasing blocks are arranged at the thinnest positions of the wall thickness of the anchor rod, and the resistance-increasing blocks are pressed in the closed ends of the threaded anchor rodthrough the deformed steel bar; and the deformed steel bar extends out of country rock drill holes to be matched with the nuts to press the tray on country rock faces.