To install a tube for underground heat exchange in an arbitrary position in a continuous soil cement wall without having restrictions imposed on work of insertion and erection of a core material such as H-shaped steel.

A U-tube 23 is attached via a U-tube attachment portion 23a to a burying unit 20 which is equipped with a protective member 26 and which has a pointed lower end 21a. Before or after the insertion of the H-shaped steel, the burying unit 20 is coupled to a push-in rod 30 via a shear pin 31, inserted into soil cement in an unhardened state, and lowered in the soil cement by pushing in the push-in rod 30. After a stopper 27 is brought into contact with ground so as to stop the descent of the burying unit, the push-in rod 30 is further pushed in to rupture the shear pin 31 and recover the push-in rod 30.