Muography is an imaging technique based on the measurement of absorption profiles for muons as they pass through rocks and earth. Muons are produced in the interactions of high-energy cosmic rays in the Earth's atmosphere. The technique is conceptually similar to usual X-ray radiography, but with extended capabilities of investigating over much larger thicknesses of matter thanks to the penetrating power of high-energy muons. Over the centuries a complex system of cavities has been excavated in the yellow tuff of Mt. Echia, the site of the earliest settlement of the city of Naples in the 8th century BC. A new generation muon detector designed by us, was installed under a total rock overburden of about 40 metres. A 26 days pilot run provided about 14 millions of muon events. A comparison of the measured and expected muon fluxes improved the knowledge of the average rock density. The observation of known cavities proved the validity of the muographic technique. Hints on the existence of a so far unknown cavity was obtained. The success of the investigation reported here demonstrates the substantial progress of muography in underground imaging and is likely to open new avenues for its widespread utilisation.