A lancing device (10) is formed of a main body (20) having a built-in firing unit and a replaceable lancet (30) for blood sampling. The main body (20) includes a detachable front shell (22) mounted to a front end thereof. The front shell (22) is formed of a housing (24) and a positioning member (26) sleeved into the housing for movably receiving the lancet (30). The positioning member (26) further includes at least one shock-absorption layer (261, 264) arranged around an imaginary central axis of the lancet and made of a soft material. When the lancet (30) is hit by the firing unit to move forward and returns instantaneously, while reaching a predetermined stroke, and a front end of the lancet (30) generates energy of radial vibration due to collision or suddenly return. The at least one shock-absorption layer (261, 264) absorbs most or all of the energy of the radial vibration, so the vibration suffered by the testee becomes greatly less to the make the testee feel hardly painful.