A lancing device (e.g., pen) having an integrated thermoelectric (e.g., Peltier) cooler. The lancing device includes an elongated heat accumulator having a lumen along which a piston having a lancet thereon translates back and forth. A Peltier device and a cooling ring are thermally interconnected to one end of the heat accumulator and include central apertures through which the lancet can extend. The lancing device also includes an integrated battery and microcontroller for supplying and regulating power to the Peltier device. Upon a current being sent through the Peltier device, a cold side of the Peltier device and hence the cooling ring gives up thermal energy and reduces in temperature. The cooling ring can then be placed about a body tissue (e.g., skin) for a period of time (e.g., 3-5 seconds) to desensitize the body tissue, and then the lancet can be fired to puncture the body tissue.
