A sampling member defines a passageway including an inlet opening for reception of a bodily fluid therein, and a wicking member having a first portion coupled with the sampling member adjacent to the inlet opening. The wicking member further includes a second portion displaced from the first portion for initially contacting the bodily fluid. In use the sampling member is placed adjacent to an incision site with the second portion of the wicking member positioned to have the bodily fluid first contact the wicking member and thereby draw the fluid from the incision site to the inlet opening. In related embodiments there is provided a sampling system and method which further includes a lancing device to create the incision and optionally expression members to urge the bodily fluid from the incision, preferably in an integrated unit.