Sampling or transfusion device with protection means including a protective tube that slides longitudinally along the axis in an annular passage between the external body and the central body and has a proximal holding end for moving it selectively between a proximal retracted position in which the needle is not covered by the protective tube or not much covered thereby so that the latter can be used to draw a sample or to administer a transfusion and a distal protection position in which the protective tube covers the needle over the whole of its length.