A piercing device having an indicator mechanism provided with an outer plate member and an inner plate member. In the piercing device, the outer plate member and the inner plate member are received adjacent to each other in an injector housing. In a state where a lancet assembly is not loaded, the outer plate member and the inner plate member are located at positions where a window, which is provided on the housing, is placed and the outer plate member is visible from the window. When a lancet holder is inserted into an injector, the outer plate member is moved rearward by the lancet holder. Then, when the lancet holder is inserted up to a position where piercing operation is possible, the outer plate member is moved to a position away rearward from the position where the window is placed. This makes the inner plate member visible from the window.