The geothermal exploration construction in Guizhou is difficult because of karst fracture formations and complex strata there. According to the characteristics of sulfonated asphalt, the analysis was made on the wall-protection and anti-collapse mechanism of sulfonated asphalt drilling fluid to determine its rational formula, and the production application was also made in ZK2 of geothermal water resource whole-mount exploration in west part of Tongling in Guizhou. In the actual construction inspection, it is proved that sulfonated asphalt drilling fluid has good anti-collapse effect with higher drilling efficiency. The rational suggestions are put forward to the use of sulfonated asphalt drilling fluid in geothermal well construction based on the field application experience.