In one aspect, a safety pen needle assembly includes a hub having an open proximal end, a needle fixed to said hub, said needle having a distal end for insertion into a patient, and a proximal end extending into said open proximal end of said hub, a shield having a distal opening and an internal thread that is engaged to said hub so as to be manually movable relative to said hub to selectively expose said distal end of said needle via proximal movement of said shield and cover said distal end of said needle via distal movement of said shield, said shield having an open distal end, and a cap that seals the distal opening of the shield.