A connection system to be used in conjunction with a perforating gun comprising a top sub formed to receive one end of a gun body of a perforating gun, a circumferential groove disposed on the outer surface of the gun body, and a collet secured to the top sub. The collet has at least one finger that engages the groove. Engaging the groove with the at least one finger of the collect connects the gun body to the top sub. A cover sleeve is included that retains the finger in connective engagement with the groove.