To illustrate the points made above these were taken with a Macro lens at close distance at different apertures. Focus, exposure and white balance were all manual.
EF-S 60mm Macro, f/11
EF-S 60mm Macro, f/22
At any given aperture, the closer you get to the subject the greater the magnification and the smaller the DoF. Using apertures f/16 and above becomes important to get more of the subject your focus.