A hole is drilled at a depth of about 5 to 6 m from the ground surface, a shelter outer shell floor slab 3 is provided, and a shelter inner shell 1 is provided thereon. Next, a load-bearing partition wall 6 is provided in the shelter inner shell 1, and thereafter a shelter outer shell 2 is provided and integrated. If required, a neutron beam-shielding shell 4 is provided at the outer surface-side of the wall section and the ceiling section of the shelter outer shell 2 or the shelter inner shell 1-side to subsequently backfill the beam-shielding shell 4.