In a method and a device for installing, in a rock wall or roof, a self-drilling expandable rock bolt (2) having a drill bit portion (5), an expansion portion (9) and a connecting portion (10), in a rock breaking step, the self-drilling rock bolt (2) is provided with a rock breaking movement and flushing fluid for producing a bore hole, and in an expansion step, pressurized expansion fluid is introduced into the expansion portion (9) in order to expand it so as to be fixed to the inside of the bore hole. Expansion fluid is introduced by means of a swiveling device (6) so that the rock bolt (2) is free to move during the rock breaking step, and be tightened against the rock bolt (2) in the expansion step in such a way that a sealed channel for expansion fluid is established between an expansion fluid source and the expansion portion (9). The invention also concerns a self-drilling rock bolt.