PURPOSE: To offer a method of constructing an underground continuous wall and establish a boring method for a pit for shield tunnel construction to be made at the underground continuous wall, with which it is possible to reduce the human labor otherwise required for boring according to the conventional method, omit the ground improving works, and shorten the construction period.

CONSTITUTION: A steel material 1 for shield opening having an open space is buried in an underground continuous wall 81, and the body part of this wall is excavated directly by a shield machine 4 so that boring is made. A ringshaped steel material 88 and elastic material 6 provided with a hole in the same shape as a skin plate 45 of the shield machine 4 are installed on a pit body wall 87 around the boring part. A water stop steel material 61 is welded to the ringshaped steel material 88 and the periphery of each of segments 91 arranged in the pit in the form of a shield tunnel before the rear part of the shield machine 4 will have passed the elastic material 6, and thereby water stopping is achieved.