A lancing device with a depth-adjustment mechanism including an adjustably-positioned stop surface, a movable control member operably coupled thereto, and a resiliently deflectable leg that engages the stop surface and a lancet carrier to provide a soft stop for the lancet carrier. The lancet carrier deflects the leg in a forward phase of the lancing stroke, and then the leg contacts the stop surface to stop the forward motion of the lancet carrier at an extended lancing position. The stop surface can be adjustably positioned so that different portions thereof are engaged to stop the lancet carrier at deeper or shallower positions. In example embodiments, the depth-adjustment mechanism includes a rotary dial and an extension arm of the leg, with the dial including a rotary wheel and a rotary shaft extending axially therefrom, the wheel forming the movable adjustment member, and the shaft forming the adjustably positioned stop surface.