The study of the many types of natural and manmade cavities in different parts of the world is important to the fields of geology, geophysics, engineering, architectures, agriculture, heritages and landscape. Ground-penetrating radar (GPR) is a noninvasive geodetection and geolocation technique suitable for accurately determining buried structures. This technique requires knowing the propagation velocity of electromagnetic waves (EM velocity) in the medium. We propose a method for calibrating the EM velocity using the integration of laser imaging detection and ranging (LIDAR) and GPR techniques using the Global Navigation Satellite System (GNSS) as support for geolocation. Once the EM velocity is known and the GPR profiles have been properly processed and migrated, they will also show the hidden cavities and the old hidden structures from the cellar. In this article, we present a complete study of the joint use of the GPR, LIDAR and GNSS techniques in the characterization of cavities. We apply this methodology to study underground cavities in a group of wine cellars located in Atauta (Soria, Spain). The results serve to identify construction elements that form the cavity and group of cavities or cellars. The described methodology could be applied to other shallow underground structures with surface connection, where LIDAR and GPR profiles could be joined, as, for example, in archaeological cavities, sewerage systems, drainpipes, etc.