An adjustable depth endcap for a lancing device includes a base member, a cover or cap member, and a dial member. The base member includes engagement features for movably mounting the dial thereto and engagement features for the attachment of the cap member. Actuation of the dial adjusts the positioning of an internal stop surface internal of the cap member without repositioning of the cap member such that the overall length of the lancing device remains constant regardless of the penetration depth setting, consistent depth control is provided, and utilization of space in the device housing for depth control features is not necessary.