Transdermal drug delivery offers a number of advantages including improved patient compliance, sustained release, avoidance of gastric irritation, as well as elimination of pre-systemic first-pass effect. However, only few medications can be delivered through the transdermal route in therapeutic amounts. Microneedles can be used to enhance transdermal drug delivery. In this review, different types of microneedles are described and their methods of fabrication highlighted. Microneedles can be fabricated in different forms: hollow, solid, and dissolving. There are also hydrogel-forming microneedles. A special attention is paid to hydrogel-forming microneedles. These are innovative microneedles which do not contain drugs but imbibe interstitial fluid to form continuous conduits between dermal microcirculation and an attached patch-type reservoir. Several microneedles approved by regulatory authorities for clinical use are also examined. The last part of this review discusses concerns and challenges regarding microneedle use.