Anchoring technology to secure building structures has already been in use over 6000 years ago. In the Bronze Age boats were anchored with a large rock at the end of a rope. Anchors will undoubtedly play an important role in enabling not only the exploration of the moon but also in the construction of lunar facilities. Unlike the earth, the lunar surface is amiss of convenient means to anchor one end of a cable or rod in rocks or tree trunks. Alternative earth anchors will face much different soil conditions to be successfully installed and used on the moon. The key problem is the fact that nothing is known about the behavior of anchors in lunar regolith. This paper presents the beginning of an experimental study to assess the effect of circular wedge anchoring in compacted lunar simulant. It will introduce to key hardware that has been built and explains the models behind the planned pull-out tests with various anchor lengths and anchor sizes. The goal of the upcoming work will be to establish a function between pull-out force and theoretical models of failure mechanisms. These functions should provide the basis for experimentally verifications in lunar environments.