Abstract: A puncture set and method to avoid blood loss when emplacing a catheter by a puncture set according to the Seldinger technique, and to enable blood pressure measurement during the puncturing, comprises a puncturing cannula (1) provided with a connecting piece (2) which has a lateral nipple (3) for connection to a pressure measurement line (4) of a pressure measuring device (5) and a pressure-tight cap (7) through which guide wire (8) is sealingly and slidably passed (to extend distally). The system is filled up to the pressure measurement transducer (5) with a physiological solution so that one obtains registration of the pressure even during the puncturing.