an expansion wedge anchor for insertion in a hole delimited by a wall comprises an expander member and an expansion number , the expander member being provided at a leading end of the expander member , the expander member comprising a flaring end , the expansion member being expandable at a trailing end thereof and being adapted to engage the wall of the hole when the expander member is positioned in the hole , wherein upon longitudinal withdrawal of the expander member from the hole , the expander member displaces longitudinally relative to the expansion member with the flaring end thereof gradually causing the trailing end of the expansion member to expand , whereby a trailing edge of the expansion member engages the wall of the hole . the trailing end is adapted , when expanded by the flaring member , to extend at an angle with respect to a longitudinal axis of said expander member . in the method of setting the expansion wedge anchor in the hole , the following steps are found : providing an expander member and an expansion member ; and displacing the expander member such as to cause a trailing end of the expander member to engage the wall of the hole .