Bayesian inversion for gravity and resistivity data was performed to investigate the cavity structure appearing as a lava tunnel in Cheju Island, Korea. Dipole-dipole DC resistivity data were proposed for a prior information of gravity data and we applied the geostatistical techniques such as kriging and simulation algorithms to provide a prior model information and covariance matrix in data domain. The inverted resistivity section gave the indicator variogram modeling for each threshold and it provided spatial uncertainty to give a prior PDF by sequential indicator simulations. We also presented a more objective way to make data covariance matrix that reflects the state of the achieved field data by geostatistical technique, cross-validation. Then Gaussian approximation was adopted for the inference of characteristics of the marginal distributions of model parameters and Broyden update for simple calculation of sensitivity matrix and SVD was applied. Generally cavity investigation by geophysical exploration is difficult and success is hard to be achieved. However, this exotic multiple interpretations showed remarkable improvement and stability for interpretation when compared to data-fit alone results, and suggested the possibility of diverse application for Bayesian inversion in geophysical inverse problem.