A puncture device to which a lancet having a protection cap is installed, where the protection cap can be reliably removed from the lancet with the lancet appropriately held by the puncture device. A first projection or recess is formed in the protection cap, and a second projection or recess is formed in the puncture device. When the protection cap is not rotated a predetermined angle about the axis of the lancet, the first projection or recess and the second projection or recess are engaged with each other to restrict the movement of the protection cap in the direction of the axis of the lancet. Further, when the protection cap is rotated the predetermined angle about the axis of the lancet, the engagement between the first projection or recess and the second projection or recess is released to allow the protection cap to move in the direction of the axis of a lancet body. Also, the protection cap having been rotated the predetermined angle about the axis of the lancet is separated from the lancet.
