A lancing device comprises a lancet drive to cause a lancet to effect a puncturing movement, a housing that encloses the lancet drive, and a touching element with an opening for applying a part of a body in which a prick wound is to be produced, the touching element being movable relative to the lancet drive for the purpose of adjusting the puncturing depth in a puncturing direction. The touching element is connected rotatably by means of a screw thread to an intermediate piece and is movable in the puncturing direction, while the intermediate piece is rotatable and movable relative to the housing. A guide prevents rotation of the touching element relative to the housing, and the touching element is enclosed by the intermediate piece at least over part of its length.