The present invention relates to a method for installing a pipe (313) when drilling a first hole with the aid of a rock drilling apparatus (100), wherein a tool (309) which can be connected to a drilling machine (306) via one or more drill rods (308) is used in said drilling, which method comprises—drilling a first part of said first hole,—installing a pipe (313) in at least a part or said first drilled part of said first hole, wherein the method further comprises:—installing said pipe (313) in said first hole while drilling of said first part of said first hole is in progress.—pulling said drill rod (308) out of said first hole before finishing drilling of said first hole to the desired, compared with said first part, deeper depth. The invention also relates to a system and to a rock drilling apparatus.