A mechanical injection device (1) for injecting apportioned doses of liquid drug. The injection device (1) comprises a dose setting means, an injection means, a removable cap (15) and a cap receiving part (9) adapted to abut or engage with the cap (15) when the cap (15) is mounted on the injection device (1). The dose setting means is operatively coupled to the cap receiving part (9) in such a manner that mounting and/or dismounting of the cap (15) on/from the injection device (1) causes the dose setting means to set a dose. Thereby a correct dose of drug is automatically set during a cap on/cap off cycle. Since such a cycle is normally performed between two subsequent injections, the number of steps required to be performed by the user is reduced.