An injection device with a dose delivering mechanism being adapted to provide a non-visual, e.g. audible and/or tactile, feedback signal when a set dose has been at least substantially injected. A first and a second part of the injection device are adapted to perform a relative rotational movement with respect to each other. The relative rotational movement causes at least two parts of the injection device to abut or engage, and this abutment or engagement causes the non-visual feedback signal to be generated. A very distinct and precise feedback is provided as compared to prior art axial solutions because the generation of the feedback signal is initiated by the relative rotational movement. Feedback signal may be generated by a change in a rotational velocity of at least one part, e.g. by changing the pitch of a threaded portion or by engaging a non-rotating part and a rotating part, thereby causing the non-rotating part to start rotating. May alternatively be generated by building up and releasing a tension. The injection device is suitable for injecting insulin.