The sandwich structure of double layers of waterproofing membranes, with one layer of thermal insulation board in between, is designed for Lafashan tunnel. 4 methods to lay the sandwich structure, including adhesion method, hanging method, circumferential rebar fixing method and connection strip tensioning method, are tried in the site. Comparison and contrast are made on these four methods. It is concluded that the connection strip tensioning method is the best method in terms of economy, environment protection, feasibility and practicability.