The embedment strength performance of the self-tapping screw (STS) connector, used as a cross-laminated timber fastener, was evaluated considering tree species’ density and load direction as parameters. The STS had a diameter of 8, 10, and 12 mm. Considering the characteristics of the STS, the embedment strength of the threaded area and the shank area were compared. A larger diameter of the STS resulted in a higher yield load in all directions of the respective wood. The effective embedment area can estimate a more accurate value for the embedment strength. The embedment strength of the longitudinal cross section as the embedment area was higher than that of the radial and tangential sections. For the loading direction, the ratio of the embedment strength parallel and perpendicular to the grain of the specimens was 0.40 to 0.58 by wood species. The embedment strength predicted based on the specific gravity and diameter of the fastener differed considerably by 38% to 56% from the actual embedment strength of STS using the effective embedment area. This paper provides data for setting the adjustment factors predicting the embedment strength of STS connection.