In a fuel injection device having a sensor for detecting a state in the combustion chamber in a free end thereof, the noises that may be generated in the sensor signal transmitting member for transmitting the sensor signal are minimized. The fuel injection device comprises: a valve body (33) having a free end exposed to the combustion chamber (7) defined in the engine main body (3) and a base end located outside of the engine main body; a sensor (38) supported at a free end of the valve body to detect a state of the combustion chamber; an actuator (37) received in the valve body; a sensor signal transmitting member (91, 128) extending from the sensor to the base end of the valve body; a drive signal transmitting member (83, 84) extending from the actuator; and a first shield member (133) interposed between the sensor signal transmitting member and the drive signal transmitting member, the first shield member having an electro-conductive property and being grounded.