A lancing device includes a main body and a replaceable lancet. A front cover is detachably mounted to a front end of the main body and formed by a shell and a positioning member connected inside the shell for receiving the lancet. A shock absorber is mounted in between the shell and the positioning member. When the lancet is fired by a built-in percussion unit of the main body to move forward, the front end of the lancet collides with a stop portion of the positioning member, and the lancet stops movement and instantaneously retracts. Meanwhile, most or all of the vibrational energy generated when the front end of the lancet collides with the positioning member can be absorbed by the shock absorber. In this way, the vibration in the process of the blood sampling can be reduced to further minimize the pain felt by the testee.