An integrated lancing and measurement device is provided comprising a sensor designed to determine the amount and/or concentration of analyte in a biological fluid having a volume of less than about 1 μL. A piercing member is adapted to pierce and retract from a site on the patient to cause the fluid to flow therefrom, and the sensor is positioned adjacent to the site on the patient so as to receive the fluid flowing from the site to generate an electrical signal indicative of the concentration of the analyte in the fluid. The sensor is comprised of a working electrode comprising an analyte-responsive enzyme and a redox mediator, and a counter electrode. An analyte monitor is operatively connected to the sensor and adapted to measure the signal generated by the sensor. Also provided are analyte measuring methods that optionally employ the integrated lancing and measurement device.