We are planning to explore the caverns through the skylight holes on the Moon and Mars. The holes and their associated subsurface caverns are among the most important future exploration targets. The importance of the lunar and Martian holes and their associated caverns is categorized from two aspects: (1) fresh materials are easily observed and sampled there, and (2) the subsurface caverns provide a safe, quiet environment. The expectation of lunar and Martian hole and cavern exploration is increasing in Japan. We name the project as UZUME (Unprecedented Zipangu (Japan) Underworld of the Moon Exploration) whose name is after a Japanese mythology. The ultimate purpose of the UZUME project is to investigate how to expand human activity and survival in space and on extraterrestrial bodies.