Experimental investigation on the pull-out behaviour, including the withdrawal capacity, slip stiffness and interfacial shear stress, of axially loaded screwed-in threaded rod embedded in cross laminated timber (CLT) was conducted. Specimens with varying embedment length and different number of threaded rods were tested in this study. To prevent premature splitting failure of timber, some specimens were reinforced in the direction perpendicular to the timber grain with self-tapping screws. Test results showed that the screwed-in threaded rod connections exhibited good pull-out behaviour with high withdrawal capacity and slip stiffness. Within a certain range, the withdrawal capacity increases considerably with the increase of embedment length, while the average interfacial shear stress shows the opposite tendency. The self-tapping screws played an important role on reducing the splitting of the timber and improving the withdrawal capacity and slip stiffness of the screwed-in threaded rod. Additionally, for the specimens with self-tapping screw reinforcements, the improvement of withdrawal capacity and stiffness when increasing the number of threaded rods are much more obvious than that of the specimens without the self-tapping screws, due to the change of failure modes.