A plasma arc welding for effectively letting gases of low boiling point substances for coating a steel sheet escape, ensuring the escape of a molten metal into gaps between the steel sheets and eventually accomplishing satisfactory plasma arc welding. A hole (31) is first bored in an upper sheet (21)(or both upper and lower sheets (21 and 22)) quickly by using a plasma arc (20) having greater power than an appropriate welding value, and a vapor of coating substances is allowed to escape through the hole (31). Subsequently, power of the plasma arc (20) is lowered to the appropriate welding value, and the upper sheet (21) and the lower sheet (22) are welded together while a filler (9) is being supplied to fill the hole (31) and the gap (23). While boring is made or immediately after boring is finished, the size of the gap (23) is measured on the basis of the plasma arc voltage, and the feed quantity of the filler (9) is controlled in accordance with the size of the gap (23).