A female piercing member protection device for connection with a male connection part, and a method for connecting the device to a male connection part. The device includes an outer casing and a connection member at least partly enclosed in the outer casing. The outer casing is moveable between first and second positions. In the first position, the connection member is substantially locked from movement along the longitudinal axis A, and in the second position the connection member is able to move along the longitudinal axis A. The device also has an activated position and an inactivated position. When the outer casing is in the second position, a deformable locking device is prevented from deformation by the outer casing to prevent disengagement of the male connection part. A secure piercing member protection device significantly minimizes the risk for a user to be exposed to contaminants and the piercing member itself.