To extensively reduce installation costs by easily and positively installing an underground heat exchanger.

In the foundation pile 1 serving also as the underground heat exchanger, a heat exchange pipe 20 is attached to a hollow part 11 of a ready-made hollow pile body 10 comprising a cylinder extending along a center axis O. The ready-made hollow pile body 10 and the heat exchange pipe 20 are provided with a lifting preventing means for preventing lifting of the heat exchange pipe 20, and cover members 26, 27 for preventing intrusion of foreign matter into the hollow part 11 are attached to an upper end opening and a lower end opening of the ready-made hollow pile body 10.