In one aspect, a safety pen needle assembly is provided herein which includes a hub with a needle fixed to the hub, the needle having a distal end, formed for insertion into a patient, and a proximal end. The assembly further includes a shield and a biasing member disposed between the hub and the shield configured to urge the shield distally. A protrusion extends from at least one of the hub and the shield with a channel being formed in at least the other of the hub and the shield. The channel is formed to accommodate the protrusion. The shield is movable from a first position to a second position. In the first position, the shield is spaced from the distal end of the needle such that the distal end of the needle is exposed. In the second position, the shield covers the distal end of the needle. The channel guides the protrusion as the shield moves from the first position to the second position. With this arrangement, a shield may be directed to move in a desired path with stability. In addition, the distal end of the needle may be initially exposed to permit visual confirmation of priming, while allowing the shield to cover a majority of the needle to minimize any needle-related anxiety.