A method of producing an underground cavity in a driving shield advance operation comprises, prior to excavation, forming an annular slot corresponding to the contour and wall thickness of the shield ahead of the shield by using hot gas jets to form the slot and to separate a core from the surrounding rock formation, advancing the shield into the annular slot, and breaking out the core under the protection of the shield. The device for producing the underground cavity comprises a tubular drive shield adapted to be advanced into the cavity and having an interior support wall on which is rotatably supported a support member having an arm carrying a gas jet lance. The gas jet lance advantageously includes at least one gas nozzle directed forwardly to form an inwardly extending cavity ahead of the shield, and one or more nozzle discharges directing the gas laterally. The jet nozzle is rotated after it is advanced into the ground, and the gas jets form an annular slot ahead of the shield which accommodates the shield therein. The shield is then moved into the slot by the usual shield advance cylinders. Walls behind the shield are braced by a lining wall which, for example, may be thin walled rings which may be positioned in place.