The pull-out resistance of fully threaded, self-tapping screws under axial loading has been investigated intensively in the past. Actual design models are based mainly on empirical data because the detailed interaction between the screw thread and the surrounding timber member remains unclear and might depend on the test set-up. An innovative screw sensor with 19 internal fibre Bragg gratings (FBGs) was developed to measure the forces along the screw axis. The screw diameter was 12 mm and the maximum embedding length was 360 mm. The FBG measurement screw was applied in pull-out tests under different support conditions. The results carried out show details of the axial forces along fully threaded screws depending on the magnitude of the screw axis to grain angle, the embedding length, the material and the support conditions. Load transfer between the screw and the surrounding timber was determined by means of the change of axial forces along the screw axis. A comparison of the experimental results with Volkersen’s theory points out the decisive dependency of the support conditions on the axial forces in fully threaded self-tapping screws. Additionally, the experimental test results show indications of shear and compressive stresses in the interface of the measurement screw.