The invention discloses a door-first-and-wall tunnel protection door mounting method and structure, further provides the tunnel protection door structure mounted according to the method, and belongs to the field of tunnel protection doors. The door-first-and-wall tunnel protection door mounting method comprises the following steps that S1, wall steel bars for reinforcing hole walls are bound; S2,protection door frame vertical column supporting pieces are fixed to or pre-buried on the set positions of the wall steel bars; S3, protection door frame vertical columns are fixed to the protection door frame vertical column supporting pieces, a protection door frame primary structure is adjusted, a protection door frame final structure is formed, and a protection door plate is mounted on the protection door frame final structure; S4, a protection door frame and the wall steel bars are locally bound so as to further improve firm connection of the protection door frame and the walls; and S5, the protection door frame and the hole walls are uniformly poured to form a door-wall integrated structure. Through a door-first-and-wall tunnel protection door mounting mode, the problem that protection door supports are loosened under the effect of piston wind and thus a protection door topples is solved, and the driving safety can be ensured.