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The Health Pen features a teal-colored healing substance in a vial that is injected into the user to treat injuries. It is used by simply pressing the needle-tipped end into any part of the user's body and pressing a button on the opposite end to inject the substance. The substance itself may be derived from the likewise healing substance found in Antlion Grubs. Although Alyx Vance is the only person seen using Health Pens, Combine forces such as Combine Grunts can be heard requesting a "stimdose" over the radio. Health Pens are highly efficient due to their ease of use and relatively small size, Alyx being able to store up to four (two in her wrist pockets, two in both hands).
Behind the scenes
The concept of Health Pens wasn't initially in the game. The idea came about based on the developers watching other people test the game. This is also true of the ability to inject it anywhere on the body, including one tester who chose to use Health Pens by injecting them directly into his eye.
If Alyx injects herself with a Health Pen before Russell can explain what one is, he will react incredulously, shocked that Alyx would inject herself with something she just found on the ground without even knowing what it is.