A safety guard for a power take off shaft comprises a guard body 14 for positioning over the PTO shaft 10, and a U-shaped locking clip 26. The clip is slidable in a radial direction with respect to the PTO shaft between a locked position and an unlocked position. The locking clip comprises a pair of locking portions that each extend into an annular groove 24 present on the PTO shaft or present on a guard bearing member mounted to the PTO shaft when the locking member is in the locked position to prevent axial displacement of the guard body relative to the PTO shaft.