A connecting member removably connects a plurality of pen needles together, thereby providing a convenient way for a patient to carry multiple pen needles. The connecting member may be integrally formed with the outer cover of the pen needle or may be a separate member that removably receives the pen needle. An outer cover of a pen needle is provided with gripping means to facilitate gripping and handling of the outer cover. A lid connects to the outer cover to seal the outer cover. The lid also has gripping means to facilitate gripping and handling the lid. A cap is provided that has a first opening for receiving a first end of the outer cover and a second opening for receiving a second end of the outer cover.