To provide a heat exchange pipe burying structure and its burying method for a large-scale (large-capacity) underground thermal energy storage system which effectively utilizes a wide foundation-improved body including a lower foundation of a construction and in which a number of heat exchange pipes are buried.

In this heat exchange pipe burying structure of the underground thermal energy storage system, foundation improvement work is executed on a object foundation 4 for underground thermal energy storage, like a continuous wall arranged in lattice in a plane view, and a process for forcing and burying approximately U-shaped heat exchange pipes 1 into the wall-shaped improved body 2 before consolidation of developed improved body 2, is repeated to bury a number of heat exchange pipes 1 in the ground.