The continuous belt conveyor system has many advantages, such as large transport capacity, safety, environmental protection and high automation. It has been applied to TBM tunnel construction widely. The fault rate of belt conveyor is high when it is used in cold areas in winter. As a result, a thermal insulation roof is adopted for belt conveyor used in Liaoxibei Waterdiversion Project. The thermal insulation problem of belt conveyor in cold areas in winter has been successfully solved and the safe and successful construction of TBM has been guaranteed. The results can provide reference for similar projects in the future.