A body fluid sampling system for use on a tissue site has a housing and a penetrating member driver at least partially within the housing. At least one disposable is within the housing. The disposable includes an analyte sensor in a sample chamber that is configured to receive body fluid from a wound in tissue created by a penetrating member. A penetrating member is associated with the sample chamber. Each penetrating member and its associated sample chamber have a combined occupied volume of no more than about 5.0 cm.sup.3.