A device for delivering a substance into the skin of a patient includes a body and a skin penetrating device having at least one skin penetrating member, such as a microneedle. The body includes an internal cavity and a device for indicating the delivery of a sufficient amount of the substance to the patient and for producing a dispensing pressure to dispense and deliver the substance from the cavity. The indicating device is visible from the exterior of the delivery device. In some embodiments, the indicating device is an elastic expandable diaphragm which, when the cavity is filled with a substance, creates the dispensing pressure.