A puncture needle assembly comprising: a puncture device, which is provided with a needle tube having a sharp needlepoint at a distal end thereof, and a protector, which is supported relative to the needle tube so as to be movable in an axial direction of the needle tube between a first position, at which the protector covers at least the needlepoint of the needle tube, and a second position, at which the protector exposes the needlepoint and is located on a proximal side relative to the first position; and which moves from the first position to the second position and is returned again to the first position; and a cap removably mounted on the puncture device, wherein the puncture device has an elastically deformable section, which is elastically deformable outward, an engaging section capable of engaging with the elastically deformable section when the protector is located at the first position, an engagement preventing member, capable of elastically deforming the elastically deformable section outward when the protector moves from the first position toward the second position, and thereby exhibiting an engagement preventing function, by which the engaging section is permitted to pass by the elastically deformable section without coming into engagement with the elastically deformable section, the protector is maintained at the first position by engagement between the elastically deformable section and the engaging section when the protector is returned again from the second position to the first position, the cap has a prevention section which, in a cap-mounted state in which the cap is mounted on the puncture device with the protector located at the first position, pushes the elastically deformable section inward and thereby prevents the engagement preventing member from passing by the elastically deformable section. a puncture device, which is provided with a needle tube having a sharp needlepoint at a distal end thereof, and a protector, which is supported relative to the needle tube so as to be movable in an axial direction of the needle tube between a first position, at which the protector covers at least the needlepoint of the needle tube, and a second position, at which the protector exposes the needlepoint and is located on a proximal side relative to the first position; and which moves from the first position to the second position and is returned again to the first position; and a cap removably mounted on the puncture device, wherein the puncture device has an elastically deformable section, which is elastically deformable outward, an engaging section capable of engaging with the elastically deformable section when the protector is located at the first position, an engagement preventing member, capable of elastically deforming the elastically deformable section outward when the protector moves from the first position toward the second position, and thereby exhibiting an engagement preventing function, by which the engaging section is permitted to pass by the elastically deformable section without coming into engagement with the elastically deformable section, an elastically deformable section, which is elastically deformable outward, an engaging section capable of engaging with the elastically deformable section when the protector is located at the first position, an engagement preventing member, capable of elastically deforming the elastically deformable section outward when the protector moves from the first position toward the second position, and thereby exhibiting an engagement preventing function, by which the engaging section is permitted to pass by the elastically deformable section without coming into engagement with the elastically deformable section, the protector is maintained at the first position by engagement between the elastically deformable section and the engaging section when the protector is returned again from the second position to the first position, the cap has a prevention section which, in a cap-mounted state in which the cap is mounted on the puncture device with the protector located at the first position, pushes the elastically deformable section inward and thereby prevents the engagement preventing member from passing by the elastically deformable section.