A coupling device is for connecting prosthesis components by a self-locking press fit on an end, formed as a cone, of a first prosthesis component that is inserted in bone tissue. The coupling device has an outer coupling body with a socket having a conically tapering inner wall, and an expansion sleeve having a lateral surface forming a male taper and an operative surface forming a female taper. The expansion sleeve is mounted in the socket so as to be rotatable about the longitudinal axis thereof, and receives the cone. The expansion sleeve is expandable radially outwardly to form the self-locking press fit, such that the expansion sleeve widens radially when the cone is inserted into the expansion sleeve. As a result, the self-locking press fit between the cone of the first prosthesis component and the coupling device is established.