The invention relates to a window sealing structure for a cathode steel bar of an aluminum electrolysis cell and a constructing method of the window sealing structure. The window sealing structure is applied to a cell casing of the aluminum electrolysis cell, and a window for a steel bar of a cathode carbon block set to pass through is formed in the lateral wall of the cell casing. The sealing structure comprises an insulating frame arranged between the steel bar and the window; a gap between the insulating frame and the steel bar is sealed by fireproof insulating ramming materials to form inner side sealing; a supporting frame is arranged on the outer wall of the cell casing, the periphery of the window is partially surrounded by the supporting frame, and a plastic fireproof insulating plug is arranged on the supporting frame to block the window; and a gap between the plastic fireproof insulating plug and the insulating frame is filled with bulk materials to form outer side sealing. By means of two layers of sealing, a gap between the steel bar and the window can be well sealed in the normal temperature. Meanwhile, the plastic fireproof insulating plug hardens in the high temperature, the bulk materials can absorb vapor to become plugging materials to form the sealing structure, and the gap between the steel bar and the window can also be sealed.