A lancing device includes a housing (10, 12) and a lancet holder movably mounted within the housing. The lancet holder has a forward portion defining a socket (30) for partially surrounding and retaining in use the rear portion of a lancet. A lancet release element (40, 42) can be moved forward to cooperate with lugs on the socket to expand it to allow insertion and/or removal of the lancet with minimal insertion or withdrawal force.