An injection needle assembly (50) for an injection device, having a) a needle cannula (3) attached to a needle hub (4) and defining a pointed tip at a free end (3a, 3b), and b) a needle cover (10, 10a, 10b) forming an axially extending elongated flexible enclosure accommodating the needle cannula (3). The needle cover (10, 10a, 10b) is configured to axially collapse and become penetrated by the needle cannula (3) when a penetration force is applied to the needle cover. The needle cover (10, 10a, 10b) defines a shaft section (11a) and a bulb section (11b). The shaft section (11a) encircles the needle cannula (3) and extends axially from the needle hub (4) to the bulb section (11b). The shaft section (11a) comprises a collapsible wall area (15) having wall thickness t1 less than a predefined wall thickness t1,lim to provide radial deformability for abutting contact with the needle cannula (3).
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