A lancing device includes a front cap detachably capped on a front side of a shell, a lancet, and a lancet holder linearly movably mounted in the shell for securing the lancet. The lancet holder is configured to provide one or multiple guide portions at the outer perimeter thereof. The front cap has one or multiple guide tracks located at an inner wall thereof corresponding to the stroke of the guide portion of the lancet holder. Thus, under the guidance of the guide track, the lancet and the lancet holder can be moved smoothly with minimized vibration to reduce the sense of pain suffered by the user.