A puncture needle assembly including: a puncture device which is provided with a needle tube having a sharp needlepoint at the tip thereof, and also with a protector which is supported relative to the needle tube so as to be movable in the axis direction of the needle tube between a first position at which the protector covers at least the needlepoint of the needle tube and a second position at which the protector exposes the needlepoint and is located further on the base end side than the first position; a cap which is removably mounted to the puncture device; a lock which can, when the protector is at the first position, maintain the position of the protector; and a lock release which, when the protector moves from the first position to the second position, enables the protector to move by releasing the locked state maintained by the lock. The cap has a prevention section which, in a cap-mounted state in which the cap is mounted on the puncture device with the protector located at the first position, prevents the lock from being unlocked.