A safety guard for a power take off shaft comprises a guard body (14,15) for positioning over the PTO shaft (10), and a U-shaped locking clip (26). The clip is slidable in a radial direction with respect to the PTO shaft between a locked position and an unlocked position. The locking clip (26) comprises a pair of locking portions that each extend into an annular groove (24) present on the PTO shaft or present on a guard bearing member mounted to the PTO shaft when the locking member (26) is in the locked position to prevent axial displacement of the guard body relative to the PTO shaft. The invention provides an alternative locking mechanism for a PTO safety guard which includes fewer components and which can be manufactured at a reduced cost.