A puncture set includes a puncture needle unit and puncture device. The puncture needle unit includes a puncture needle having a needle body that is provided with a sharp needle point at its tip and also having a needle hub fixed to the base end of the needle body, and the puncture needle unit also includes a tubular casing for receiving the puncture needle so that the puncture needle can move in the longitudinal direction of the casing and having an opening from which the needle point can project. The puncture device has a housing, a ring-shaped installation section provided at the head of the housing and having the casing removably installed on the inner side of the installation section, and a plunger received in the housing and having a connection section connected to the needle hub in an installed state where the casing is installed on the installation section. The casing has casing-side projections projecting from the outer periphery of the casing and arranged in the circumferential direction of the outer periphery. The installation section has installation section-side projections projecting from the inner periphery of the installation section and arranged in the circumferential direction of the inner periphery. In the installed state, at least one installation section-side projection is located between adjacent casing-side projections.