The contact between droplets and granular materials is of practical importance for many processes, such as spraying cooling (to cool down the soil) and the wet dusting (to collect the grains). While the phenomenon is commonly known in nature and industry, our knowledge of the interaction between the water drop and hot grains is still very limited. Here, we experimentally investigated the drop behaviours released on a heated granular bed. Surprisingly, we found that the drops start digging the granular material as deep as 15 times the diameter of the droplet. Hot particles are absorbed into the drop and vaporise the liquid. The vapour production is so intense that the vapour is able to blow away the particles underneath the drop. The drop can then move downwards under the action of the gravity. In order to inspect this digging behaviour, two kinds of setups were designed: a 3D granular packing inside a cylinder and a quasi-2D packing inside a Hele-Shaw cell. The first allows the observation of the droplet with the heated material, while the second provides the direct observation from the side view to uncover the drop behaviour in the deep bed. One proposes a mechanism based on the Leidenfrost effect considering a rough surface that models the surface of the granular material. This model allows to explain why the droplet can dig on a range of temperatures between the boiling temperature of the cooling liquid and the Leidenfrost temperature relative to the granular material. In this range of temperatures, the cooling of the granular material is then rather efficient since the droplets vaporise deeply in the heart of the material.