An assembly for a fluid infusion device is disclosed herein. The assembly includes a fluid reservoir and an infusion set component. The reservoir includes a body section, a fluid chamber, a housing lock structure, and a fitting section. The housing lock structure couples the reservoir to a housing of the infusion device to inhibit axial movement of the reservoir relative to the housing. The fitting includes a connector lock structure integrated therein. The infusion set component includes tubing, a cannula at one end of the tubing, and a connector at the other end of the tubing. The connector includes a main body section, a hollow needle, in fluid communication with the tubing, and a reservoir lock structure integrated with the main body section. The reservoir lock structure cooperates with the connector lock structure to removably couple the connector to the reservoir.