As compared with bulk materials, superconducting strips with lateral dimensions limited to the mesoscopic region exhibit non-trivial properties, among which the critical magnetic fields related to both vortex penetration and full vortex expulsion still remain elusive. By using low-temperature scanning Hall probe microscope, the critical magnetic fields are studied experimentally in a series of superconducting Pb strips with different widths. It is found that the penetration magnetic field follows a power law dependence with strip width, and vortices can only penetrate the strips when the energy barrier at the edges is completely suppressed. In the field-cooling process, vortices are fully expelled from the strips below , above which the number of trapped vortices linearly increases with magnetic field. Compared with various theoretical predictions, we have found that the experimentally observed corresponds to the field at which the Gibbs free energy in the strip center is minimized. Our study provides important implications for designing nanostructured devices with superconducting strips.