Quick answer
For many concrete anchors, the drill bit matches the anchor diameter, but the exact rule depends on the anchor type. A 1/4 inch wedge anchor commonly uses a 1/4 inch masonry bit, while some sleeve and screw anchors have their own specified hole sizes.
Wedge anchors
Often match anchor diameter
Sleeve anchors
Check manufacturer hole size
Concrete screws
Use the brand-specific pilot bit
Tool
Hammer drill plus masonry bit
Anchor type matters
Concrete anchors depend on friction, expansion, or thread bite. That means the hole size affects holding power more directly than it does in wood.
Drill depth matters too
Drill deeper than the embedment depth so dust has room to clear. Blow or vacuum the hole before setting the anchor.
Useful tools for this job
A masonry bit set and a hammer drill make cleaner holes for shelves, railings, outdoor hardware, and other concrete fastening jobs.
Frequently asked questions
Can I use a regular drill bit in concrete?
No. Use a masonry bit. A hammer drill also makes the job much faster and cleaner.