Lancing device with depth adjustment and lancet removal system and method

A lancet device includes a housing, a removable front cap mounted to the housing, a lancet holding member, a trigger and an arming system comprising a grippable cocking member structured and arranged to place the lancet device in a trigger-set or armed position. A depth adjustment system includes a member that is at least slidable and partially rotatably mounted and that has an axis of rotation arranged substantially parallel to a center axis of the lancet holding member. An ejection system includes an ejector having a portion extending outside a sidewall opening of the housing and being located closer to a front end of the housing than to a rear end of the housing. The sidewall opening of the housing is arranged on an area of the housing located between the trigger and a wall of the housing located opposite the trigger. The ejection system is structured and arranged to at least one of prevent axial movement of the lancet holding member or remove or eject a lancet from the lancet holding member.