The definition of a rock mass’s characteristics is crucial in underground construction to avoid delays and cost overruns. This study proposes a system to quantify the economic uncertainty related to a lack of knowledge of a rock mass in the tunnel construction stage, either for tunnel boring machines or for drill and blast excavation techniques. Using a back-analysis of three actual tunnels completed in Spain (Burata, Lot 3 of the Pajares variant, and Bolaños), the study assessed the directional core drilling technique (DCD) for this purpose, comparing it with conventional boreholes. In this regard, the DCD approach reduced the uncertainty by between EUR 6.7 and EUR 12.7 for every EUR 1, while the total cost of the drilling campaign remained within a widely accepted proportion of the construction budget. Overall, the uncertainty was reduced by approximately EUR 6000 per meter of the tunnel.