A pen needle assembly (30) includes pen needle hub (32) and an inner shield (34) for covering a needle (46) extending from the needle hub (32). The needle hub (32) and inner shield (34) include a coupling mechanism (52, 54) to assist in removing the inner shield from the needle hub. In one embodiment, the needle hub (32) includes a threaded connection (52) for mating with a threaded connection (54) on the inner shield (34) to assist in removing the inner shield by a twisting motion to disconnect the inner shield from the needle hub. The threaded connection (52, 54) can have a pitch greater than an axial length of a post on the needle hub.
