A connecting device comprising, - a piercing housing for receiving the neck of a gas cylinder with a top surface comprising a gas outlet - the piercing housing is defined by an opening, side wall anda bottom wall - a piercing member arranged in the piercing housing for piercing the gas outlet of the gas cylinder - a container defining a space for retaining the gas cylinder - a protection cap being provided in the piercing housing which encloses the piercing member partially and can be pushed axially relative to the piercing member, wherein the axial direction coincides with the axis of the gas cylinder, wherein a male portion is provided on the protection cap for connecting the protection cap with the neck of the gas cylinder on which a female portion is present, wherein the female portion has a corresponding shape for being inserted in the male portion, the male portion and the female portion are fitted with each other when a correct position is achieved so that after the fitting theboth portions cannot be rotated relative to each other.