The invention relates to a mg delivery device (1), comprising: a housing (2) containing and holding a container (6) with a needle (5) attachable at its distal end, a needle shield (4) adapted to be movable with respect to the housing (2) between an advanced position (PI) in which the needle (5) is covered and a retracted position (PII) in which the needle (5) extends through an distal opening (4.2) of the needle shield (4), and a protective needle cap (7) releasably attached to cover the needle (5) before injection, wherein the needle shield (4) is adapted to move in a double movement sequence (M1, M2) between the advanced position (PI) and the retracted position (PII) to perform different operations in sequence.
