A puncture closure device is disclosed. Particularly, a puncture closure device may include an anchor support including a coupling feature and an anchor connected to the anchor support. Further, the puncture closure device may include a movable compression element configured to compress a sealing plug generally between the compression element and the anchor. Such a puncture closure device may be positioned at least partially within an insertion sheath to form a puncture closure assembly. A method of compressing a sealing plug and a method of sealing a puncture are disclosed. In addition, in one embodiment, a sealing plug may comprise a first, a second, and an intermediate end region, wherein the intermediate region has a density less than the first and second end regions. In another embodiment, a sealing plug may include a bore formed therethrough and a plurality of slits formed into an exterior surface of the sealing plug.