A lancet device with an adjustable hypodermic penetration depth according to an exemplary embodiment of the present invention includes: a lancet holder having a lancet seat to mount a lancet at one end an operating mechanism disposed at the other end of the lancet holder and loading and releasing the lancet holder along a predetermined path a depth adjusting member receiving the lancet holder and having at least two grooves formed at a predetermined angle on the circumferential surface of one end to form inclined passages clockwise or counterclockwise and a housing receiving the lancet holder and the operating mechanism and having a protrusion that is formed on the inner side of an end and fitted step by step in the grooves when the depth adjusting member turns at a predetermined angle.