A method of installing a sensor in a borehole drilled through underground formations, wherein the borehole is drilled with a hollow drill string formed from a series of pipe sections connected end-to-end, a drill bit being positioned at one end of the drill string and having a closure member that provides an opening between the borehole and the inside of the drill string, the method comprising: drilling the borehole to a predetermined; partially withdrawing the drill string from the borehole so that the drill bit is positioned above the predetermined depth; lowering a sensor inside the drill string by means of a cable; operating the closure so that the sensor can pass out of the drill string into the borehole; and progressively withdrawing the drill string and drill bit from the borehole over the cable so as to leave the sensor in the borehole.