The invention relates to an arrangement for supporting a thin-walled steel pile (5; 17; 26; 35) in an impact pile driving device, the arrangement comprising a supporting surface (4; 14; 23; 31), to which the steel pile (5; 17; 26; 35) can be supported, and in which arrangement the supporting surface (4; 14; 23; 31) is provided with one or more absorbing surfaces (6; 16; 25; 33) to be placed against the end of the wall (8; 18, 26; 36) of the steel pile (5; 17; 26; 35). In the arrangement according to the invention, the absorbing surface (6; 16; 25; 33) is configured to shape the end of the wall (8; 18; 27; 36) of the steel pile (5; 17, 26; 35) coming against the absorbing surface (6; 16; 25; 33), by the effect of the impact driving of the steel pile (5; 17; 26; 35), so that at least the part of the wall (8; 18; 27; 36) at the absorbing surface (6; 16; 25; 33) of the wall (8; 18; 27; 36) is shaped against the absorbing surface (6; 16; 25; 33), wherein the movement of the wall (8; 18; 27; 36) in the direction of a plane transverse to the direction of impact driving of the steel pile is prevented, at least at the head of the steel pile (5; 17; 26; 35). Also, the absorbing surface (6; 16; 25; 33) in the supporting surface (4, 14; 23; 31) can be configured to be shaped by the effect of the impact driving of the steel pile (5; 17, 26, 35) so that the absorbing surface (6; 16; 25; 33) is shaped against the part of the wall (8; 18, 27; 36) of the steel pile (5; 17; 26; 35) at the absorbing surface (6; 16; 25; 33), whereby the movement of the wall (8; 18; 27; 36) at the head of the steel pile (5; 17; 26; 35) is prevented. The invention also relates to a method for arranging the support of a steel pile (5; 17; 26; 35) in an impact pile driving device.