Method of fixing an expansion anchor to a substrate, in which - an expansion anchor having at least one expansion sleeve and at least one bolt that passes through the expansion sleeve is provided, wherein the bolt has a load-application zone for introducing a tensile force into the bolt, a centre zone axially adjacent to the load-application zone and an anchoring zone axially adjacent to the centre zone, wherein the expansion sleeve is arranged at the height of the anchoring zone, wherein the bolt is provided in the anchoring zone with an expansion cone that pushes the expansion sleeve radially outwards to anchor the expansion anchor when the expansion cone is displaced relative to the expansion sleeve in a pull-out direction and wherein the bolt is provided between the centre zone and the anchoring zone with an annular collar formed in one piece with the bolt, the cross section of the bolt being greater at the annular collar than in the adjacent centre zone and the annular collar forming an axial stop for the expansion sleeve, - the anchoring zone and at least part of the centre zone of the bolt together with the expansion sleeve are inserted into a hole in the substrate in the opposite direction to the pull-out direction, - the bolt, together with the expansion cone, is then displaced relative to the expansion sleeve in the pull-out direction, as a result of which the expansion anchor is anchored to the wall of the hole, - the space between the wall of the hole and the bolt is then filled with a curable composition to the height of at least part of the centre zone such that the curable composition at the centre zone reaches as far as the annular collar of the bolt and - the curable composition situated in the space between the wall of the hole and the bolt is cured. - an expansion anchor having at least one expansion sleeve and at least one bolt that passes through the expansion sleeve is provided, wherein the bolt has a load-application zone for introducing a tensile force into the bolt, a centre zone axially adjacent to the load-application zone and an anchoring zone axially adjacent to the centre zone, wherein the expansion sleeve is arranged at the height of the anchoring zone, wherein the bolt is provided in the anchoring zone with an expansion cone that pushes the expansion sleeve radially outwards to anchor the expansion anchor when the expansion cone is displaced relative to the expansion sleeve in a pull-out direction and wherein the bolt is provided between the centre zone and the anchoring zone with an annular collar formed in one piece with the bolt, the cross section of the bolt being greater at the annular collar than in the adjacent centre zone and the annular collar forming an axial stop for the expansion sleeve, - the anchoring zone and at least part of the centre zone of the bolt together with the expansion sleeve are inserted into a hole in the substrate in the opposite direction to the pull-out direction, - the bolt, together with the expansion cone, is then displaced relative to the expansion sleeve in the pull-out direction, as a result of which the expansion anchor is anchored to the wall of the hole, - the space between the wall of the hole and the bolt is then filled with a curable composition to the height of at least part of the centre zone such that the curable composition at the centre zone reaches as far as the annular collar of the bolt and - the curable composition situated in the space between the wall of the hole and the bolt is cured.