The study of influence of construction process on structure stress in lining structure design is very important. Hence, a method for force analysis of lining structure based on the whole construction process is established by theoretical analysis and numerical simulation based on the site monitoring results. The method considers the nonlinear timevarying effect between the main loading stages of the lining structure during the construction process, and uses incremental method to calculate the internal forces and deformations of the structures. The load model of the structure during various stress stages of construction and the broken linear model of the structural stiffness changes with internal force are analyzed and established. The method is applied to the actual tunnel engineering and compared with the traditional design one. The practical results show that the method for force analysis of lining structure based on the whole construction process is rational and feasible, which can reflect the real stress state of the lining structure in construction stage; moreover, both the stages that segment going out of shield tail and synchronous grouting are the unfavorable loading phases during tunneling.