A skin pricking lancet (101) comprising a needle (104), a body (102) for holding the needle (104) and a cap (103) for shielding at least the tip of the needle (104). At least one cap engagement formation (106) is formed on the body (102), and at least one body engagement formation (108) is formed on the cap (103). The body engagement formation (106) is configured to form a releasable mechanical interlock with the cap engagement formation (108), thereby securing the cap (103) to the body (102) in the shielded position.