A crack-proof screw includes a thread formed around a shank. A helical notch continuously and helically extends along the shank and is indented into the shank and the thread. The helical notch is proximal to but spaced apart from a tip of the shank. The notch is trapezoidal in cross section, and has a notch bottom, an open end opening at an outer peripheral surface of the shank oppositely of the notch bottom, and two opposite notch walls extending divergingly from the notch bottom to the open end. The open end is larger in width than the notch bottom. A method of making the screw is also disclosed.