A body fluid sampling device (20) is used to sample a bodily fluid from an incision (34) in skin (32). The device includes a housing (22) that defines a sample cavity (24) with one open end (30) that contacts skin. The device also includes a lancing mechanism that forms an incision in the skin. A vacuum mechanism is used to create a vacuum inside the sample cavity to express fluid from the incision site. To release the vacuum, a valve (28) is connected with the sample cavity (24) to exchange atmospheric air and further Works to minimize fluid splatter. The fluid sample can then be tested or analyzed as desired.