An interlocking nested cannula set (231) has a plurality of telescoping tubes cooperatively configured and dimensioned to reach a target location relative to an anatomical region. Each tube has a pre-set interlocking shape. A nesting of an inner tube (30) within an outer tube (40) includes a gap (50) between the tubes (30, 40), which interlock within the gap (50) to limit rotation of the tubes (30, 40) relative to the gap (50). The interlocking shapes of the tubes (30, 40) may be identical or different. Examples of the interlocking shapes of a polygonal interlocking shape, a non-circular closed curve interlocking shape, a polygonal-closed curve hybrid interlocking shape and a keyway interlocking shape.