The present invention is a device capable of preventing an operation of establishing communication between a syringe and a vial from being forgotten by error. Holding means constituting a connection device includes: a syringe holding member to be attached to a syringe; a cannula holding member which includes a double-head cannula, is located at a retracted position retracted with respect to the syringe holding member in the pre-use state, and is advanced to an advanced position abutting on the syringe holding member in the use state; and separation preventing means which engages the syringe to prevent separation of the syringe from the syringe holding member in the state where the cannula holding member is located at the retracted position. When the cannula holding member is located at the advanced position, the separation preventing means releases an engagement state with the syringe to permit the separation of the syringe from the syringe holding member.