I actually disagree. I like the way you framed it. While the finger is definitely a part of the subject matter, having more of it would take away from the bug...your true main subject here. Also, the way you have it framed, you have empty space in the upper left part of the frame which gives the viewer a sense of where the bug might be going when it leaves your finger. For me, this is a good composition. What it lacks is good lighting. Your DOF is definitely shallow, but the bug is in focus which is what matters. Getting some better light would help. Do you have a flash? If so, I'd suggest you experiment with flash.
I could probably help a bit more if I knew your setup and settings for the shot.