To reduce the possibility of transmitting vibration caused by excavation to a casing pipe and curb cost by making the casing pipe thin-walled.

Advancing guide holes A, B are excavated with an excavator equipped with a guide pipe 24. After that, stainless steel casing pipes 26, 28, 31 are inserted into the guide pipe 24 located in the advancing guide holes A, B. By repeating the excavation of the advancing guide holes A, B and the insertion of the casing pipes 26, 28, 31, excavation is made to a desired depth. The excavation force of the advancing guide holes A, B with the excavator 25 is transmitted not at all or less to the casing pipes 26, 28, 31. The casing pipes 26, 28, 31 are connected with sockets 29, 29A.