There is provided a double walled pipe having an inner pipe and an outer pipe which is movable relative to the inner pipe in a longitudinal direction of the inner pipe. Acting on only the outer pipe with a pipe jacking power makes it possible to bury the double walled pipe, without damaging the rear end of the inner pipe and also generating an internal stress on the inner pipe. Consequently, it is avoided such a situation that even in use pinholes, cracks, etc. occur on the inner pipe, and thus it is possible to expect an execution with higher reliability.