This paper presents a methodology to map the uncertainty associated with geomechanical parameters in heterogeneous rock masses, their spatial variability and the heterogeneities existing at different spatial scales. The methodology combines geostatistical simulation to produce numerous realisations of the parameters of interest, a scenario reduction technique to reduce the number of realisations with losing as little information as possible, and the numerical analysis of the selected realisations using a finite differences software. It is applied to a hydraulic underground structure built in northern Portugal and validated using a 3D numerical model. Compared with a deterministic model, the results in terms of displacements and principal stresses confirm the potential of this innovative characterisation methodology in decreasing the uncertainty linked to their characterisation and in performing a more accurate analysis of underground works.