A lancing device has a carousel of lancets removably received in a housing. In exemplary embodiments, the lancing device includes a sterility cap positioning mechanism that removes sterility caps from the lancets for actuation and afterwards replaces the sterility caps onto the lancets. Preferably, the lancing device includes a lancet advancing mechanism that automatically advances sequential lancets of the lancet carousel for charging and actuating, and a drive mechanism for actuating the lancets. Also provided are replacement lancet carousels, which include a cylindrical carrier with axial openings and a plurality of the lancets axially oriented in the openings.