The present invention provides a puncture needle set for combined spinal-epidural anesthesia comprising an epidural needle with a small guiding conduit on the pin and a groove on the outer wall and a spinal needle with a beaked tip. During anesthesia, first the epidural needle is punctured into the epidural space, then the epidural catheter is placed, afterwards the spinal needle is guided to enter into the groove on the needle peduncle by the small conduit on the pin of the epidural needle and slide into the epidural space, then let it go ahead deep into subarachnoid space. After medicine is injected, the spinal needle and the epidural needle are withdrawn in turn, at the same time the epidural catheter is left back.