An integrated bodily fluid sampling device is used to sample a bodily fluid from an incision in skin. The device includes a lancet for forming the incision in the skin. A housing is coupled to the lancet. The housing defines at least in part a capillary channel with an opening. The capillary channel is sized to draw the bodily fluid from the incision via capillary action. A test strip is positioned along the capillary channel for analyzing the fluid. In one form, a flexible sheet extends from the housing proximal the opening of the capillary channel for drawing the bodily fluid into the opening of the capillary channel. In another form, the lancet is slidably received inside the channel. During lancing, the lancet extends from the housing to form the incision. Fluid from the incision is drawn into the channel and is deposited on the test strip for analysis.