Results of geochemical researches in the Western Caucasus (South Russia) during the regional earthquakes are described. Monthly soil Rn data do not correlate with earthquakes. Daily concentrations of Rn in galleries, caves, mud volcanoes and faults increase before earthquakes and decrease after them. “Splashes” about 9 days before earthquakes in the hourly Rn data are found out. Similar “splashes” were observed in the data of a gamma background in galleries and the Earth’s surface. Concentration of CO₂ in underground water was increasing more often after an earthquake. Concentration of Rn in the water was increasing before earthpquake. Strong sine wave daily variations of the soil H₂ decreased during earthquakes. Concentration of some chemical elements in underground waters changed similarly Rn data before earthquakes.