The combined bolting and shotcrete structure of “grid steel frame & shotcrete” is applied in most subway construction shafts. However, such structure is involved with such issues as great workload of site welding, many operators, long construction period and unfavorable working environment. To solve such issues, including cost and civilized construction, an innovation is made to introduce prefabricated steel structure into subway construction, and a brand new shaft supporting structure is put forward to replace traditional structure, and thus gave an effective solution to relevant issues (such as long construction period and poor working environment) in the supporting system of “grid steel frame & shotcrete”. Furthermore, theoretical analysis is made on the stress feasibility of prefabricated steel lining structure, and it was applied in the construction of the shaft at Subway Xueyuan Bridge Station. This new type lining is of great significance for increasing the industrial technological level, improving the working environment, shortening the construction period and improving the construction quality.