A holding device for an infusion needle includes a cannula having a cannula body and a needle on an end of the cannula body. A wing unit includes at least one wing mounted to an outer periphery of the cannula body of the cannula. The at least one wing includes a bottom engagement face. A sticking member includes at least one adhesive tape having a fixing face and a sticking face. The fixing face of the at least one adhesive tape is engaged with the bottom engagement face of the at least one wing. The sticking face includes at least one groove, dividing the sticking face into a sticking section and a recessed section. The sticking section is other than the at least one groove. The recessed section corresponds to the at least one groove.