A new welding method named double shielded TIG welding has been investigated and is described in this paper. It is applicable to the TIG process and can improve the weld depth/width ratio and protect the electrode from oxidation during the welding process. A two pipeline structure is designed in the torch. Pure inert gas passes though the inner pipeline which keeps the arc stable and protects the tungsten electrode. A mixed gas containing an active gas passes through the outer pipeline. The active element which is decomposed from the active gas dissolves in the weld pool so as to change the Marangoni convection from an outward to an inward direction, and, as a result, the weld pool shape becomes deep and narrow. The double shielded TIG welding method increases the weld depth by about 2~3 times over the conventional TIG welding. The effects of the active gas (oxygen) in the outer pipeline on the weld pool shapes are discussed. Heavy oxide layer is considered to weaken the Marangoni convection and changes the weld pool shape.