Earthworms have no skeleton but during burrowing, the anterior end becomes turgid and acts as a hydrauluc skeleton. It is due to

The body cavity (coelom) of earthworm is filled with an alkaline, colourless or milky coelomic fluid containing water, salts some proteins and four types of coelomic corpuscles i.e. phagocytes, mucocytes, circular nucleated cells and chloragogen cells.
During burrowing the coelomic fluid becomes turgid and acts as hydraulic skeleton.
Earthworm (Pheretima posthuma) living in burrows made in moist earth. The body shows metameric segmentation. About the middle of each segment there is a ring of tiny curved bristles called setae or chaetae, formed of a horny nitrogenous organic substance known of a horny nitrogenous organic substance known as chitin. The setae and musculature serve for locomotion as well as for anchoring body firmly in burrow.
The blood of earthworm is composed of a fluid plasma and colourless corpuscles, physiologically comparable to the leucocytes of vertebrates.