Compact injection device with telescoping components

An injection device uses telescoping and/or nested components and other features to make the overall device compact in size. The device is configured to have a storage position and an extended position, such that its needle is positioned within the housing of the device in a storage position, with the needle extending beyond the device housing when needed for an injection. The telescoping plunger mechanism has a storage position and an extended position for use. The device includes a needle depth cover, which extends from the device housing for use, and guides the user as to the correct depth for the needle to penetrate the user's skin. A switch allows different depth settings, for example allowing a deeper penetration for injection into a leg, and shallower penetration for injection into an arm.