Quick answer
Masonry screws need the pilot bit specified by the screw manufacturer. As a common example, many 3/16 inch concrete screws use a 5/32 inch masonry bit, and many 1/4 inch concrete screws use a 3/16 inch masonry bit.
3/16 in concrete screw
Often 5/32 in pilot bit
1/4 in concrete screw
Often 3/16 in pilot bit
Bit type
Carbide masonry bit
Tool
Hammer drill recommended
Why the pilot is smaller than the screw
Concrete screws cut threads into the masonry, so the pilot hole must be smaller than the outside screw diameter.
Do not freestyle this size
If the pilot hole is too small, the screw can snap. If it is too large, the threads will not grip the concrete.
Useful tools for this job
Concrete screws are often sold with the matching carbide bit, which helps avoid guessing on the pilot-hole size.
Frequently asked questions
Can I use a wood bit for a masonry screw pilot hole?
No. Use a masonry bit designed for concrete, brick, or block.