An anchor member assembly is made up of an anchor bolt and an expansion wedge. The assembly can be anchored in a borehole in a receiving material by inserting the assembly and then displacing the expansion wedge relative to a wedge surface on the anchor bolt. At its trailing end, the anchor bolt has an axially extending outwardly flaring head section forming at least a part of a conical surface. The head section can be driven by hammer blows into a wooden member. Initially, the anchor bolt and expansion wedge are in detachable engagement until the head section is driven into the wooden member. Subsequently, as the expansion wedge is axially displaced relative to the anchor bolt, the engagement between them is released and the anchor member assembly is secured in the receiving material.