The invention relates to an anchoring device (1, 100) for implanting a prosthetic heart valve at a valve annulus of a patient. According to the invention, such a device comprises: a compressible and expandable sealed ring member (2, 200) a compressible and expandable anchoring element (3, 300) having a ventricular skirt (33, 303) and an atrial skirt (31, 301) linked by a tubular portion (32, 302) said ring member (2, 200) surrounding said tubular portion (32, 302) of said anchoring element (3, 300) and said anchoring element clamping said prosthetic heart valve.