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The investigation of supporting pressure is of great significance to the design of underground structures. Based on the kinematical approach of limit analysis, an improved failure mechanism is proposed, and the supporting pressure is investigated for deep buried cavity. Three failure mechanisms are first introduced according to the existing failure mechanisms of geotechnical structures of limit analysis. A comparison with respect to the optimal failure mechanisms and the upper bound solutions provided among these three mechanisms are then conducted in an attempt to obtain the improved failure mechanism. The results provided by the improved failure mechanism are in good agreement with those by the existing method, the numerical solution and field monitoring, which demonstrates that the proposed failure mechanism is effective for the upper bound analysis of supporting pressure.