A lancet for use with a lancing device, the lancet having a body with releasable engagement features for engagement with a cooperating portion of a lancing device, a sharp needle, and a removable endcap. A coupling portion of the lancet has a non-circular profile. The endcap includes a receptacle for covering the sharp lancet tip after use, and a sheath portion with relief openings to reduce bending of the needle during manufacture or during removal of the endcap.