A switching device for a nail gun includes a trigger, a rod, a resilient member and an actuating member. The trigger includes a pair of slots each including first and second ends. Each of the first and second ends includes a small diameter portion, a large diameter portion and a shoulder portion disposed therebetween. The rod extends through the slots and includes a sliding portion and a positioning end having a diameter larger than that of the sliding portion. The movable rod is movable between an engaging position where the positioning end contacts a wall defining one of the first and second shoulder portions, and a disengaging position where the positioning end is disengaged from the one of the first and second shoulder portions.