Although near‐infrared (NIR) light‐based photothermal therapies have shown therapeutic potential for infected wounds, the attenuation of NIR light intensity in tissue has severely limited the usage in deep bacterial infections. Herein, magneto‐thermal responsive bilayer microneedles (Fe‐Se‐HA MNs) consisting of functionalized hyaluronic acid (HA), ferro‐ferric oxide (Fe3O4), and micelle‐protected selenium nanoparticles (SeNPs@LAS) are constructed to overcome this challenge based on a self‐designed disk‐shaped electromagnetic field device (Disk‐ZVS). The electromagnetic field generated by the Disk‐ZVS shows virtually no intensity attenuation in living tissue. Finite element simulations showed that the field intensity and electromagnetic loss are concentrated on the tips of Fe‐Se‐HA MNs. The MNs are able to puncture hard scabs, penetrate into bacterial biofilms, and perform effective magnetic‐thermal conversion for deep hyperthermia sterilization. Following, the Fe‐Se‐HA MNs can be gradually degraded by excessive hyaluronidase in diabetic wound to release SeNPs, which reduce reactive oxygen species (ROS) to regulate wound redox homeostasis. Meanwhile, the SeNPs are beneficial to angiogenesis, which facilitates blood vessel formation and promotes wound repair. Therefore, various functions can be achieved for the Fe‐Se‐HA MNs, such as magneto‐thermal disinfection, deep and non‐invasive tissue penetration, anti‐inflammation, and pro‐angiogenesis, which shows great potential as an adjunctive therapy for infected diabetic wounds.