A fluid injection device having a syringe body, a needle, and a needle protection device. The protection device includes a substantially flexible or deformable inner body and a substantially rigid outer body. The inner body closes the dispenser orifice of the needle, and co-operates with the injection device in leaktight manner, and the outer body co-operates with the injection device so as to fasten the protection device on the injection device. The inner body includes a radial projection, and the outer body includes a radial shoulder and a radial end edge that defines a top axial opening. The inner body is inserted in the outer body through the top axial opening, with the radial projection in abutment against the radial shoulder, the axial end edge of the outer body folded down on the inner body so as to fasten the inner body in the outer body.