Bioanalyte collection by blood draw is a painful process, prone to needle phobia and injuries. Microneedles can be engineered to penetrate the epidermal skin barrier and collect analytes from the interstitial fluid, arising as a safe, painless, and effective alternative to hypodermic needles. Although there are plenty of reviews on the various types of microneedles and their use as drug delivery systems, there is a lack of systematization on the application of polymeric microneedles for diagnosis. In this review, we focus on the current state of the art of this field, while providing information on safety, preclinical and clinical trials, and market distribution, to outline what we believe will be the future of health monitoring.