A method for setting a screw, which has an external thread in a front region and a drive in a rear region for introducing a torque into the screw, in a drilled hole in a substrate of a mineral material includes producing an internal thread in the drilled hole by a threaded drill provided with a cutting thread and then introducing the screw into the drilled hole and in so doing the external thread of the screw is screwed into the internal thread, produced by the threaded drill, in the drilled hole. The external diameter of the cutting thread of the threaded drill is smaller than the external diameter of the external thread of the screw.