To provide a pile with an underground heat exchanging outer pipe, and to provide a method of constructing an underground heat exchanger by using the pile with the underground heat exchanging outer pipe as part of the underground head exchanger.

The pile 1 with the underground heat exchanging outer pipe is formed by arranging the underground heat exchanging outer pipe 4 having an outer diameter smaller than a pile inner diameter, on an inner surface or an outer surface of a hollow pile such as a steel pipe pile, or a prefabricated concrete pile, along a pile axis. After driving the pile 1 with the underground heat exchanging outer pipe, in the ground, the underground heat exchanger is set up by applying the underground heat exchanging outer pipe 4 to part of a U-tube underground heat exchanger, a double-pipe underground heat exchanger, etc.