A vented set screw is used to secure a connection between an implantable medical device and an implantable lead. The vented set screw includes one or more venting channels that allow liquid and/or gas to flow out of the implantable medical device when the implantable lead is being inserted into the implantable medical device and secured during an implantation procedure. This prevents pressure from building up at the connection, thereby ensuring proper performance of sensing and/or therapy delivery functions of the implantable medical device.