Provided is a blood analyte collection device that includes a microneedle array configured to provide fluid communication between a cellular interstitial fluid of a subject and a collection device fluid, a device chamber containing the collection device fluid, and a sequestration material in the device chamber configured to bind to a blood analyte from the cellular interstitial fluid. Also provided are methods and kits that use the subject blood analyte collection device. The subject devices, methods and kits find use in a variety of applications, such as detecting a blood analyte, such as glucose, in a subject.