A microneedle set including a microneedle injection device that introduces a liquid to a skin of a body part, and a piercing assisting tool fixable to the body part. The microneedle injection device includes a hollow needle shaped body having a projection in an end portion thereof and a through hole connected to the projection such that the liquid passes through the through hole and is released from a tip portion of the projection, and a supply device that supplies the liquid to the hollow needle shaped body. The piercing assisting tool includes a fixing part which has an aperture formed therein and fixes a position of the aperture on the body part, and a cover connected to a peripheral portion of the aperture such that the aperture is opened or closed by the cover.