A lancing device with rear adjustment of penetration depth includes a cap, cap holder, ejection pin and shell, wherein: the lancing device has an external and medium depth adjusting sleeve. The ejection pin is located in the medium sleeve and the external depth adjusting sleeve is sleeved outside the medium sleeve; the external sleeve connects axially and circumferentially to the shell, and a rotary locating mechanism is between the external sleeve and the shell; the medium sleeve is connected circumferentially and axially in a sliding way, and a rotary moving mechanism is between the medium the external sleeve, and the medium includes a passive impact face relative to the active impact face of the ejection pin; the external sleeve includes a manual adjusting ring outside the lancing device at the middle and rear part, and rotates to drive the medium sleeve to move axially, changing the needle tip penetration depth.