Passive containment cooling system(PCCS) is used to remove the heat in the containment. The mechanism is the natural circulation driven by the density difference between the downward-pipe and the upward-pipe. In the underground nuclear power plant, the difference of water level between heat exchanger and tank is 180 m, which leads to large pressure head to increase the capability of nature circulation. In this paper, the start-up process of PCCS is studied. It is found that the nature circulation may be not established if the initial temperature of the heat-removal tank is too high or the system layout is not reasonable. Meanwhile, flash distillation may occur in the backward of upward-pipe, resulting in the natural circulation oscillation and excurse.