When a lag screw with a large diameter is used as the shear connector in timer-concrete composite beams, the procedure of pre-drilling is required during the construction process. In this paper, a new type of lag screw was proposed to omit the pre-drilling step. To investigate the shear behavior of the self-tapping lag screws for glulam-lightweight concrete composite beams, a total of 18 push-out tests were conducted. Based on the push-out test results, the influences of concrete type, screw diameter, and penetration length of screw into timber on the load-carrying capacity were analyzed in detail. The push-out test results showed that the concrete type had no remarkable effect on the load-carrying capacity. The load-carrying capacity was improved with increased screw diameter and penetration length. In addition, an analytical model for load-carrying capacity of lag screw connectors was proposed based on the push-out test results. By comparisons, it was found that the timber-timber and steel-timber models proposed in Eurocode 5 made very conservative predictions on the load-carrying capacity of lag screws. The results of the analytical method presented in this paper showed a better agreement with the experimental results.