Microneedles (MNs) have been widely applied in transdermal drug delivery owing to their minimal invasiveness, safety, stability, and ease of administration, which is a promising tool to transport large molecules such as DNA, proteins, and other drugs into the skin. In recent years, many researchers employ it to treat various diseases including cancer because MNs ensure the targeted release of the loaded drugs at a predetermined place and time. More importantly, MNs have been used for tumor prevention or accurate diagnosis at the early stages of the tumor by combining vaccines or sensor. In addition, they can greatly improve the antitumor effect when loaded with various therapeutic agents to achieve combination therapy. In this review, the latest progress of MNs used for application in cancer treatment is highlighted, especially in the design of multifunctional MNs for cancer prevention, diagnosis, and treatment. Ultimately, the challenges encountered by MNs in the cancer field are analyzed, as well as prospects for future directions are discussed.