A safety guard for a power take off (PTO) shaft including a guard body for positioning over the PTO shaft, and a U-shaped locking clip. The clip is slidable in a radial direction with respect to the PTO shaft, between the locked and unlocked positions. The locking clip includes a pair of locking portions that each extend into an annular groove present on the PTO shaft or present on a guard bearing member mounted to the PTO shaft when the locking member is in the locked position to prevent axial displacement of the guard body relative to the PTO shaft.