A lancet is pressed against a puncture needle cartridge while fitting a puncture needle loading inlet of the lancet to the axis of a puncture needle on the puncture needle cartridge. In order to facilitate the operation, one of plural puncture needles, arranged in parallel, is tilted up from its initial position at a predetermined angle, and the puncture needle is guided into a puncture needle holding rod of the lancet. Simultaneously, the puncture needle is pressed up to a position where the rear end part of the needle pushes the bottom surface of a puncture needle loading chamber of the puncture needle holding rod, whereby the puncture needle is loaded. When discarding a used puncture needle, the puncture needle is inserted into a lancet guide member of the puncture needle cartridge, whereby the puncture needle is reliably captured to be discarded.