A masonry anchor for use in an undercut hole (2) comprises a nut portion (10) for engagement with an anchor bolt (50) and anchoring segments (14) which can displace resiliently outwardly into engagement with the undercut. The anchor is inserted into the hole by means of a tool (40) engaged with the nut portion. Removal of the tool is prevented if the anchoring segments do not correctly displace outwardly, to ensure that the anchor is usable only if it is correctly set within the undercut.