Single and multiple allergy skin testing devices with rigid annular pain-reduction structures supported by respective compressible sleeves. Each rigid annular pain-reduction structure presses against skin before and while at least one corresponding sharp probe presses against the skin surrounded by the rigid annular pain-reduction structure, thereby causing a surrounding pain gate effect to reduce perceived pain due to the at least one sharp probe. Each allergy skin testing device includes: a central post having a sharp portion, a longitudinal portion, and a guide portion a compressible structure having a leading portion, a resilient compressible portion, and a base portion and a rigid annular probe portion having an annular skin-contacting surface. The surrounding pain gate effect is activated when the annular skin-contacting surface is pressed against the skin before and while the one or more sharp probes are pressed against the skin surrounded by the annular skin-contacting surface to administer allergen.