This invention pertains to the percutaneous insertion of a soft, non-rigid suture anchor construct preloaded onto an inserter which is "self-punching". The preferred embodiment of soft suture anchor disclosed herein is a suture anchor which is entirely comprised of filaments of compressible, distendable, soft materials such as commonly used suture materials. The inserter is adapted to not only carry the all-suture anchor into a bony substrate, but is also capable of forming a hole in the bone, to receive the anchor, in the same step.