A novel trend is rapidly emerging in the use of microneedles, which are a miniaturized replica of hypodermic needles with length-scales of hundreds of micrometers, aimed at the transdermal biosensing of analytes of clinical interest, e.g., glucose, biomarkers, and others. Transdermal biosensing via microneedles offers remarkable opportunities for moving biosensing technologies and biochips from research laboratories to real-field applications, and envisages easy-to-use point-of-care microdevices with pain-free, minimally invasive, and minimal-training features that are very attractive for both developed and emerging countries. In addition to this, microneedles for transdermal biosensing offer a unique possibility for the development of biochips provided with end-effectors for their interaction with the biological system under investigation. Direct and efficient collection of the biological sample to be analyzed will then become feasible in situ at the same length-scale of the other biochip components by minimally trained personnel and in a minimally invasive fashion. This would eliminate the need for blood extraction using hypodermic needles and reduce, in turn, related problems, such as patient infections, sample contaminations, analysis artifacts, etc. The aim here is to provide a thorough and critical analysis of state-of-the-art developments in this novel research trend, and to bridge the gap between microneedles and biosensors.