Setting device for a self-drilling anchor bolt, one end of an anchor rod of the self-drilling anchor bolt having a drill bit, with an expansion part adjoining the drill bit, and a sleeve surrounding another end of the anchor rod, the setting device comprising: a drive shaft, one end thereof having a shank for connecting to an impact tool, and another end being a setting part for pushing the self-drilling anchor bolt axially, the setting part having a hole for accommodating the anchor rod, a hole wall thereof surrounding the anchor rod outside the sleeve of the self-drilling anchor bolt, and an annular extremity of the setting part abutting the sleeve; a coupling, partially surrounding the drive shaft along an axis, and being supported on the drive shaft in such a way as to be incapable of relative rotation while being axially moveable at least locally, the coupling having a first inner diameter region substantially equal to the outer diameter of the drive shaft, and a second inner diameter region larger than the outer diameter of the drive shaft; and a releasable locking component, disposed between the drive shaft and the coupling, characterized in that in a locked position, the locking component is coupled to an extremity of the anchor rod such that the anchor rod is fed axially with rotational striking into a receiving material, and in a released position, the annular extremity of the setting part strikes the sleeve to advance axially along the anchor rod and expand at the expansion part; the locking component comprising at least one radially moveable slider, the slider having at least one locking tongue that is shape-fitted to the anchor rod extremity; in the locked position, the slider is confined in at least one opening of the hole wall of the setting part of the drive shaft by the first inner diameter region of the coupling, and in the released position, the slider slides radially outwards in the opening until it is restricted by the second inner diameter region of the coupling, and the locking tongue is separated from the anchor rod extremity. a drive shaft, one end thereof having a shank for connecting to an impact tool, and another end being a setting part for pushing the self-drilling anchor bolt axially, the setting part having a hole for accommodating the anchor rod, a hole wall thereof surrounding the anchor rod outside the sleeve of the self-drilling anchor bolt, and an annular extremity of the setting part abutting the sleeve; a coupling, partially surrounding the drive shaft along an axis, and being supported on the drive shaft in such a way as to be incapable of relative rotation while being axially moveable at least locally, the coupling having a first inner diameter region substantially equal to the outer diameter of the drive shaft, and a second inner diameter region larger than the outer diameter of the drive shaft; and a releasable locking component, disposed between the drive shaft and the coupling, characterized in that in a locked position, the locking component is coupled to an extremity of the anchor rod such that the anchor rod is fed axially with rotational striking into a receiving material, and in a released position, the annular extremity of the setting part strikes the sleeve to advance axially along the anchor rod and expand at the expansion part; the locking component comprising at least one radially moveable slider, the slider having at least one locking tongue that is shape-fitted to the anchor rod extremity; in the locked position, the slider is confined in at least one opening of the hole wall of the setting part of the drive shaft by the first inner diameter region of the coupling, and in the released position, the slider slides radially outwards in the opening until it is restricted by the second inner diameter region of the coupling, and the locking tongue is separated from the anchor rod extremity.