The invention relates to a setting appliance (1) for an expansion anchor (10), which has an expansion sleeve (11) and an expansion body (15), arranged in the expansion sleeve (11), for the expansion sleeve (11), having an inner drive shaft (20) for axially driving the expansion body forward in the expansion sleeve (11), having an outer drive shaft (30), surrounding the inner drive shaft (20), forrotationally driving and axially driving the expansion sleeve (11) forward into a substrate (6), wherein the inner drive shaft (20) has, in a rear region, a plug-in end (29) for inserting into a percussion drilling machine, and wherein the outer drive shaft (30) is mounted on the inner drive shaft (20) so as to rotate therewith and at the same to be axially displaceable at least within limits, andhaving a releasable blocking device with which, in order to transmit forwardly directed axial forces from the inner drive shaft (20) to the outer drive shaft (30), a forward axial displacement of theinner drive shaft (20) relative to the outer drive shaft (30) is temporally limitable. The invention also relates to a setting method and to an expansion anchor (10).