A blood sampling device (10) is provided with a housing (12), an end cap (60) adapted to be connected to the housing (12), and a lancet (32) which is movable in a lancing direction between a retracted position in which the lancet (32) does not extend outside of the end cap (60) and an extended position in which the lancet (32) is adapted to make a puncture having a depth. The blood sampling device (10) includes an actuator mechanism for causing the lancet (32) to move from the retracted position to the extended position and an attachment mechanism for allowing the end cap (60) to be securely attached to the housing (12) by moving the end cap (60) in a direction parallel to the lancing direction from a removed position in which the end cap (60) is separated from the housing (12) to a secured position in which the end cap (60) is securely attached to the housing (12) and a mechanism for adjusting the puncture depth of the lancet (32).
