The present invention relates to rock bolts which may be used in mining applications. The rock bolt of this invention includes a mechanical anchoring arrangement to facilitate retaining the rock bolt in a borehole, and also a drill bit to enable self drilling of the rock bolt. Rotation of the rock bolt about an axis of the rock bolt in a first direction causes the drill bit to drill into rock and to create a borehole to receive the rock bolt. Subsequently, rotation in the opposite direction actuates a mechanical anchoring arrangement to anchor rock bolt.