A method of underground laying a continuous elongated member in a bed of a body of water, wherein the continuous elongated member lies on the bed of the body of water along a given path; the method including the steps of: fragmenting a soil mass in the bed along the given path and under the continuous elongated member, so as to form in the bed two scarp slopes bounding the fragmented soil mass by two soil masses susceptible to slide; advancing two supporting walls along the given path in an advancing direction, along the respective two scarp slopes, and transferring the fragmented soil mass between the two supporting walls, so as to promote sinking of the continuous elongated member between the two supporting walls.