The invention discloses a method for forming a through hole, which comprises the following steps: providing a substrate which is provided with an etching stop layer provided with a dielectric layer; defining a through hole graph on the dielectric layer; performing primary etching to form a through hole opening in the dielectric layer till the etching stop layer is exposed; and performing secondary etching, and removing the etching stop layer from the through hole opening, wherein the gas used in the secondary etching comprises an etching reaction gas and an auxiliary gas, the etching reaction gas comprises a fluorine containing gas, and the auxiliary gas comprises a gas of which the mass is smaller than argon. The invention also discloses a corresponding method for forming a double-embedded structure. The method for forming the through hole and the double-embedded structure avoids the problem that the lower part of the side wall of the through hole is sunken, and improves the forming quality of the through hole or the double-embedded structure.