On the basis of xx impermeable membrane cut-off wall project, we explore the application of the combined mode of concrete impermeable wall and HDPE impermeable membrane in underground water interception project and analyze the construction process of composite construction of impermeable membrane and underground diaphragm wall. During the construction process, the HDPE impermeable membrane was lowered by a homemade membrane laying machine using counterweight with HDPE impermeable membrane, followed by pouring. The acceptance results show that the water stopping effect of the impermeable membrane interceptor wall is ideally, fully satisfying the seepage interception needs of the open pit coal mine and significantly reducing drainage costs. The construction process of impermeable membrane cut-off wall expands the scope of application of impermeable wall in engineering construction, and better solves the serious seepage problem of open pit coal mine.