A biopsy device comprises a targeting set assembly, a probe assembly, and a holster assembly, which are detachable from one another. The targeting set assembly comprises a needle assembly, which comprises a connecting member. The probe assembly comprises components configured to selectively attach to the connecting member of the needle assembly. In some versions, the connecting member comprises a recess, and the probe assembly comprises a protrusion configured to selectively engage the recess. The protrusion may be provided on a rocking member or on a resilient arm. The rocking member or resilient arm may bias the protrusion to enter the recess. The connection of the probe assembly to needle assembly provides a device for use during a biopsy procedure. The connection of the probe assembly to needle assembly may further permit rotation of the needle assembly for indexing.