Locking device for a shielded sub-miniature connection assembly having two sub-miniature connectors with housings made of two molded thermoplastic half-shells, a high contact density miniature sub-assembly with a molded thermoplastic insulating body provided with contact cavities for the positioning and retention of contacts, wherein one of the housings includes on at least one of its faces a movable metal latch able to co-act with a slot made in at least one of the outside faces of the complementary housing.