The present invention relates to a piercing member protection device (9) which comprises a first, a second and a third cylindrical member (100, 200, 300). The first cylindrical member (100) is at least partly encompassed by the second cylindrical member (200), and the second cylindrical member (200) is at least partly encompassed by the third cylindrical member (300). The third cylindrical member (300) comprises a piercing member (400) having a piercing tip (401). A first locking arrangement (250) is arranged to enable or prevent the turning of the first and third cylindrical member, with respect to the second cylindrical member, while a second locking arrangement (350) is arranged to enable or prevent movement of the piercing member (400) along the longitudinal center axis A, so as to expose the piercing tip (401) of the piercing member (400). The piercing member protection device (9) provides a safe device which reduces the risk of accidental exposure of the piercing tip (401) and contamination for a user.