To provide a method of burying a pipe for heat exchange into a soil improvement body, using the soil improvement body for land formation as the purpose of earth retaining, a liquefaction countermeasure, or securing of a support function of a building.

A stabilizing material such as cement milk is mixed/stirred with a drilled soil in an original position to form a soil improver 7. The pipe for heat exchange 1 is pressed into the soil improver 7 together with an additional heavy load 2 in a stage where the soil improver 7 is not yet hardened to be soft. The additional heavy load 2 is extracted from the underground onto the ground after the pipe for heat exchange 1 reaches a prescribed depth.