Self-drilling anchor is a new type of anchor integrating drilling, grouting and anchoring functions, which can overcome the problems of easy collapse holes and low construction efficiency of pebble gravel formation, and has the advantages of high construction efficiency and good comprehensive economic benefits, and has broad engineering application prospects. Based on the combination of on-site pull-out test and ABAQUS numerical simulation at a gravel site in Luoyang, the anchoring characteristics and load transfer laws of self-drilling anchor in gravel stratum were discussed. The results show that the self-drilling anchor has excellent anchoring performance in gravel stratum, which can meet the engineering requirements. The average bonding strength at the anchorage body-soil interface gradually decreases with the increase of anchor length. The axial stress, shear stress and anchorage body shaft stress are distributed exponentially along the anchoring depth. With the increase of anchor depth, the shear stress of anchorage body first rises rapidly and then gradually decreases, and the peak shear stress increases with the increase of load, but the peak point position remains basically unchanges. With the increase of drawing load, the radial influence range of the anchor on the surrounding soil stress increases, while the depth direction influence range remains around a certain value.