An injection device includes a two-piece nozzle composed of a nozzle adaptor threadedly attached to the tip of a heating cylinder and a nozzle body threadedly attached to a tip of the nozzle adaptor, the nozzle adaptor having an outer peripheral wrench-engagement part for being gripped by a wrench, and the nozzle body has key seats formed in an outer peripheral surface thereof. The two-piece nozzle can be readily assembled and disassembled by using a jig composed of a ring-shaped jig member and a key, the jig member being slidably engageable with the outer peripheral surface of the nozzle body and having an outer peripheral wrench-engagement part, and keyways formed in an inner peripheral surface thereof. The keys are fittedly receivable in the key seats of the nozzle body and slidably receivable in the keyways of the jig member.