Protection device intended to at least partially cover the needle of an injection device, the said protection device comprising at least: - a support provided with fixing means intended to secure the said protection device to an injection device, - a sleeve comprising a distal end intended to come into contact with an injection surface and provided with an orifice intended to allow the said needle to pass, the said sleeve being arranged in such a way as to be moveable axially in translation with respect to the said support from a first position known as the storage position, in which the distal end of the said sleeve is at a distance 11 from the said fixing means, to a second position known as the injection position, in which the distal end of the said sleeve is at a distance 12 from the said fixing means, and to a third position known as the protection position, in which the distal end of the said sleeve is at a distance 13 from the said fixing means, the said distances 11 and 13 being greater than the said distance 12, - first return means for returning the said sleeve at least from its injection position to its protection position, - at least one peg, directly and at least elastically, coupled longitudinally to the said support or to the said sleeve and housed in a running passageway provided respectively in the said sleeve or in the said support, the said running passageway forming more or less a U, of which the branches respectively define a first section taken by the said peg as the said sleeve moves from its storage position to its injection position and a second section taken by the said peg as the said sleeve passes from its injection position to its protection position, the said peg being designed to be laterally mobile, - first safety means (5, 21; 39, 34, 35), at least part of them being elastically deformable, said first safety means (5, 21; 39, 36, 34, 35) being arranged in such a way as to prevent the said peg from returning from the said second section to the said first section, characterized in that the said protection device comprises at least: - axial guidance means (29, 30) for guiding the said sleeve, arranged in such a way as to prevent it from pivoting axially as it moves axially with respect to the said support at least from its injection position to its protection position. - a support provided with fixing means intended to secure the said protection device to an injection device, - a sleeve comprising a distal end intended to come into contact with an injection surface and provided with an orifice intended to allow the said needle to pass, the said sleeve being arranged in such a way as to be moveable axially in translation with respect to the said support from a first position known as the storage position, in which the distal end of the said sleeve is at a distance 11 from the said fixing means, to a second position known as the injection position, in which the distal end of the said sleeve is at a distance 12 from the said fixing means, and to a third position known as the protection position, in which the distal end of the said sleeve is at a distance 13 from the said fixing means, the said distances 11 and 13 being greater than the said distance 12, - first return means for returning the said sleeve at least from its injection position to its protection position, - at least one peg, directly and at least elastically, coupled longitudinally to the said support or to the said sleeve and housed in a running passageway provided respectively in the said sleeve or in the said support, the said running passageway forming more or less a U, of which the branches respectively define a first section taken by the said peg as the said sleeve moves from its storage position to its injection position and a second section taken by the said peg as the said sleeve passes from its injection position to its protection position, the said peg being designed to be laterally mobile, - first safety means (5, 21; 39, 34, 35), at least part of them being elastically deformable, said first safety means (5, 21; 39, 36, 34, 35) being arranged in such a way as to prevent the said peg from returning from the said second section to the said first section, - axial guidance means (29, 30) for guiding the said sleeve, arranged in such a way as to prevent it from pivoting axially as it moves axially with respect to the said support at least from its injection position to its protection position.