The invention relates to a method for anchoring an anchor (10) in an anchoring substrate (26), for example, of concrete, to an anchor (10) suitable for the method and to a drill suitable for the method. The invention proposes using the anchor (10) as tool for at least partial preparation of the anchoring hole (28) in the anchoring substrate (26) by high-frequency oscillatory working. The anchor (10) is, for example, an undercut expansion anchor, the expansible sleeve (14) of which forms the tool and is driven into an anchoring substrate (26) by being subjected to the action of high-frequency oscillations.