Explosive lining is a new method to construct underground space in soil. By making the most of compressibility of soil and thixotropy of concrete under explosive loading, this method offers an efficient path to form a cavity and its concrete support layer synchronously. In order to investigate the forming effect, a series of contrastive laboratory tests, including explosive lining method and conventional explosive compaction method, were performed under same soil and explosive conditions. Results show that measured dynamic stress and displacement by explosive lining method are higher than that of by conventional explosive compaction method under same equivalent radius, and the range of compact region in soil is larger too. Similarly, the physical and mechanical performance indexes of soil, such as water content and cohesion are superior to that of by conventional explosive compaction. It is approved that an even thickness concrete support layer can be formed in one-shot forming process by explosive lining, and there is no evident cranny region in the soil around the cavity.