The present invention relates to a protective cap (20) for a grease nipple. The protective cap comprises a removable cap portion (22) with an internal cavity (23) that is shaped to fit over and enclose a nipple head of the grease nipple, and comprises an attachment portion (24) that is adapted to remain attached to the grease nipple when the cap portion is removed. According to the invention, the attachment portion (24) of the protective cap (20) comprises a plurality of through holes (26, 27, 28, 29) each of which has a unique diameter.