A device for determining the depth of an incision from the epidermal layer to a puncture in a blood vessel in which the device includes an elongated member which has a lumen extending from a distal end to a proximal end. The distal end of the elongated member is configured to locate the blood vessel. After the device locates the blood vessel, a depth indicator is positioned to mark the depth of the blood vessel. In one embodiment, the elongated member includes a tapering interior surface which can receive a portion of the blood vessel. An extending control member may extend from the device at the distal end wherein the extending control member enters the blood vessel before the device locates the vessel. Fluid from the blood vessel enters the extending member through a vent hole and exits through an opening at the proximal end of the device, thereby providing a user with visual feedback that the device is moving in the desired direction toward the blood vessel.