Disclosed is a lancet comprising: a needle; a body for holding the needle; and a cap for shielding at least the tip of the needle, wherein the body has a first engagement formation and the cap has a second engagement formation, wherein the engagement formations are formed such that, once the cap has been removed from the remainder of the lancet, the engagement formations can be made to engage with each other so that the cap is carried by the body. If a stack of such lancets is provided the cap of the first lancet can be carried by the body of the next lancet and so on. Also disclosed is a lancet comprising a needle; a body for holding the needle; and a cap for shielding at least the tip of the needle; at least one of the body and the cap being moulded, wherein the body and the cap are bonded together during moulding of the body or the cap, and wherein, at the interface between the body and the cap, the bonding force per area unit is less than within both the body and the cap. This enables the cap to be easily pulled off rather than twisted off.