An expansion bolt assembly includes an elongated bolt body. The bolt body is formed with an externally threaded insert portion that is adapted to be inserted into a bore formed in a wall, and an anchoring portion that extends from the insert portion and that is adapted to extend out of the bore and to project from the wall. The anchoring portion includes an externally threaded shank and a turning unit. The turning unit is disposed on one end of the shank and is adapted to engage a tool for driving axial rotation of the bolt body. A washer is sleeved on the bolt body between the insert and anchoring portions, and is adapted to lie against the wall. A sleeve is sleeved on the insert portion and has a proximate section abutting against the washer, and a distal section opposite to the proximate section and formed with a plurality of axially extending slits. The sleeve cooperates with the insert portion to confine an annular expansion chamber therebetween. A nut engages threadedly the insert portion adjacent to the distal section of the sleeve. The nut is formed with a taper section that extends into the expansion chamber when the bolt body is driven to rotate relative to the nut.