A shock absorbing device for use with an artificial leg has a coupling member that includes a mounting plate and a tubular portion. The tubular portion has an upper end surface and is formed with a radial inward first restricting portion distal to the upper end surface. A sleeve member has a lower sleeve portion mounted telescopically on the tubular portion, and an upper sleeve portion formed with a radial inward second restricting portion that is disposed above the upper end surface of the tubular portion of the coupling member. A damping member extends into the coupling member and the sleeve member between the first and second restricting portions. A cushioning unit is provided for cushioning axial and radial forces exerted on the coupling member and the sleeve member, and for defining an upper limit of the relative axial movement between the coupling member and the sleeve member.