This invention relates to the construction of well such as oil and gas wells using techniques based on drilling small lateral wells from a main well. The problem of narrow pressure window is solved by the use of constructions techniques that are based on the use of lateral boreholes, i.e. secondary boreholes that are drilled a main borehole, wherein a method of constructing a well comprises drilling a main borehole extending from the surface through one or more underground formations, drilling a plurality of lateral boreholes extending from the main borehole into surrounding formations, wherein the lateral boreholes are substantially shorter and of smaller diameter than the main borehole; and wherein each lateral borehole is separated from its neighboring lateral boreholes by a relatively short distance. Drilling of the lateral boreholes can be for to extend 5-60 meters from the main borehole with a diameter in the range 3.8-10 cm by the lateral boreholes at an axial spacing of less than a few meters in the main borehole. Drilling of more than one lateral borehole can be done at the same depth in the main borehole with a trajectory that deviates from the main borehole by less than 10° or with trajectories that extend in a plane that does not contain the main borehole.