A concrete load-bearing wall with compound heat-insulating layer includes wall body (1) and connecting beam (2). Two layers of prefabricated heat-insulating concrete wall bodies (11a, 11b) are set in the wall body (1) of external wall, said prefabricated heat-insulating concrete wall body (11a, 11b) is a concrete plate (5) whose external surface is covered with a heat-insulating material layer (4), every layer of the prefabricated heat-insulating concrete wall body is composed of several trough-type or L-shaped prefabricated heat-insulating concrete wall body units (13). A concrete wall body vertical rib (12) is cast in situ between two adjacent prefabricated heat-insulating concrete wall body units (13) in same layer and connects them into integrity. The upper and lower ends of the rib (12) connect together with the beam of the floor, and the external side of the connecting beam (2) is covered with the heat-insulating material layer (4).