The utilization of underground space becomes a more important issue in megacities of the world in order to build more functional and advanced cities. However, because a lot of underground structures such as lifelines have already been developed in the megacities, a demand for the new underground development increases for a better efficient utilization of shallow and deep underground space. For this reason, it becomes important to establish an underground construction technology that could be applied to large depth and/or the large cross section structure constructions, with little influences on the natural environments of groundwater, the congested structures under or above the ground. Moreover, the geology of megacities in most Asian countries, particularly, consists of soft deposits such as clay, silt, sand and gravel layers with high groundwater table. Therefore, new technologies related to site investigation, design, monitoring for safety management and environmental preservation, groundwater strategy, as well as the soil improvement etc., are necessary. According to these demands, this paper collectively introduces the advanced technology developed in Japan. It is hoped that these technologies can meet the demands to develop new underground constructions in an economic efficient way with little influence on the environment safety in each megacity. The sharing of these new technologies would be useful not only for the megacities in the developed countries but also for the cities in their developing.