PURPOSE: To secure water stopping ability of an underground continuous wall structure, by setting inorganic swelling cut-off members whose main component is bentonite, in each joint, when a plural number of concrete walls are joined together.

CONSTITUTION: The ground is excavated to form a hole for a preceding concrete wall and concrete is placed for constructing a concrete wall 11. After the excavation to form a hole for a subsequent concrete wall continuing to the side face of the wall 11, an inorganic swelling water cut-off member 2 whose main component is bentonite, is set on the side face of the wall 11. Then, concrete is placed in the hole for constructing a concrete wall 12. With this structure, water stopping ability can be greatly increased and also insured even if foreign matters exist in the joints, and kept stably for a long period of time because the water cut-off members are not aged-deteriorated.