There may be one or two Secret Rooms found randomly in the Gloomy Caves. Unlike the Chest Rooms, these ones are entirely hidden from view. You must detect them or find them by chance in order to access them. Also, they usually contain several traps.
To find the secret rooms, read a scroll of detect material and detect Mithril. Mithril will identify the chest, and possibly reveal traps as well). The walls are not always made of meteoric steel, so it is best just to search for mithril. On the plus side, that means the rooms are much easier to access and don't require any acid or extremely strong pick axes.
It is best to read the scroll once on each level, but if you don't have enough, just keep an eye out for large suspiciously square shaped rock formations.
Once you have detected it, use the same tips for the Chest Rooms to get access to the room, and then the chest. And make sure you search diligently for traps, they can be very nasty!