The device for locating the epidural space being proposed is based on the depression existing at that space. It consists of a circuit and a canula (1) with its corresponding needle. Once the circuit is connected, a puncture is carried out with the canula (1) up to the surroundings of the yellow ligament, being fixed at this position by means of a fixation element (5) which is displaced up to the patient's back. The needle (3) is inserted into the canula (1) and it continues punching until reaching the epidural space, what happens when the circuit is triggered due to the existing depression, a/some alarm/s and an electromagnet (16) being thereby activated, the latter attracting the needle (3) and inserting it into a sleeve (2).; With the simultaneous displacement of the latter (2) and of the needle (3), one reaches the centre of the epidural space, situated 2 mm away from the circuit triggering position, this being the maximum sleeve displacement distance.