PURPOSE: To enhance construction properties by forming a vertical hole in the ground using an excavator while preventing the collapse of the ground by means of muddy water, then removing the excavator from the vertical hole, and disposing long wall members in the vertical hole while holding the members in a vertically extended state.

CONSTITUTION: After muddy water 82 is injected into a cavity 80 excavated, an excavator 14 is hung down to the bottom of the cavity 80 and is lowered by its own weight as the bottom of the cavity is drilled by a drilling head 34. During drilling, muddy water is maintained at a predetermined level as it is supplied or discharged, to prevent the collapse of the ground. Then the excavator 14 is removed from a vertical hole, and after a wall member 12 is inserted while in a vertically extended state, the excavator 14 is hung down to the cavity 80, and a supply part 40 is engaged with the connection 24 of the wall 12 to serve as a guide to make the excavator 14 drill the ground while being lowered. When a second vertical hole is formed, the excavator 14 is removed, the next wall 12 is inserted into the vertical hole, and after the existing wall 12 is connected to the former wall 12 via the connection 24 of the former wall 12 similar processes are repeated to construct an underground wall. Thus the underground wall providing high safety can be constructed easily.