Disclosed is a safety pen needle assembly which includes a hub, a needle fixed to a transverse wall of the hub, and a shield formed to at least partially telescope over the hub. An outer ablumenal surface of the hub and an inner lumenal surface of the shield are formed with cooperating thread elements to permit relative rotation between the hub and the shield. In an initial state, the shield and the hub are configured with a rotation-resistance arrangement which inhibits relative rotation between the hub and the shield. The rotation-resistance arrangement is surmountable to allow relative rotation between the hub and the shield with an at least threshold amount of torque being applied. Advantageously, a safety pen needle assembly can be provided having a shield threaded onto a hub with the assembly being mountable with the needle being in a shielded state. This minimizes the possibility of needle stick during mounting of the safety pen needle assembly.