A micro-needle device (3) comprises a micro-needle element (2) which is carried on a strap (14) and is securable around a limb of a subject by the strap (14) with the micro-needle element (2) located at a desired site. A pressure sensor (23) is located between the strap (14) and the micro-needle element (2) for detecting the pressure at which the micro-needle element (2) is urged into engagement with the skin of the subject. An adjustable clasp (18) secures the strap (14) and permits adjustment of the tension in the strap (14) for in turn adjusting the pressure with which the micro-needle element (2) is urged into engagement with the skin of the subject. An electronic control circuit located in a housing (26) mounted on the strap (14) monitors the pressure read by the pressure sensor (23) and operates three light emitting diodes (28,29,30) to indicate the pressures with which the micro-needle element (2) is urged into engagement with the skin of the subject, and also to indicate when the micro-needle element (2) is urged into engagement with the skin of the subject by the strap (14) with micro-needles (5) of the micro-needle element (2) penetrating the skin of the subject to a desired depth.