In the southwest of China, the topography and geomorphology are complex, and the geology is changeable, and the karst landforms are widely distributed, which results in exposing existing karst caves in many tunnel constructions. Tunnel design should secure not only the safety of hydraulic pressure-resistant structure during the operation period, but also the hydraulic pressure-resistant performance of primary support during construction. With Yongfutun tunnel as the research object, this paper studied the water pressure change of exposing existing karst caves in the tunnel construction, and double-layer primary support was used to meet the construction safety. The study found the water pressure dissipated to zero with the exposure of existing karst caves. When the steady water pressure of the tunnel lining support system restored to 0.3 MPa, deformations of the single-layer primary support and double-layer primary support were slightly different; deformation of the lining was not a key indicator of structural control; axial force of I-steel, shotcrete, and secondary lining of the double-layer primary support was smaller than that of the single-layer primary support, and the double-layer primary support can well bear the compressive load, and therefore it can resist hydraulic pressure.