The invention relates to an anchor device, for stabilizing an excavation wall and to be inserted into a hole, bored in an excavation wall. Said anchor device comprises a rigid elongated rod which defines a distal end, to be inserted into the bored hole and a proximal end, opposed to the distal end, a support member, mounted on the rod in the vicinity of the proximal end thereof and provided for resting against an outer surface of the wall of rock and an anchor head, mounted on the rod and to be inserted into the hole, bored in the excavation wall. Said anchor head comprises a flexible expandable member, mounted on the rod, made of plastic and capable of radially expanding and stretching and an activating member, movably mounted on the rod, said activating member being capable of moving relative to the rigid rod and to the expandable member and capable of contacting the same in order to exert a pressure. For anchoring the anchor head into the excavation wall at the bored hole, the activating member and the expandable member are displaced relative to one another, such as to contact each other and to allow the activating member to exert a pressure upon the expandable member, in order to cause the radial expansion of at least one portion thereof, so that said portion of the expandable member makes frictional contact on a part of the inner surface, defining the hole bored in the excavation wall.