Microneedles have emerged as a promising and effective method for delivering therapeutic drugs and immunobiologics to treat various diseases. It is widely recognized that immune therapy has limited efficacy in solid tumors due to physical barriers and the immunosuppressive tumor microenvironment. Microneedle-based nanodrugs (NDMNs) offer a novel approach to overcome these limitations. These tiny needles are designed to load a variety of inorganic and organic nanoparticles, antigen vaccines, gene drugs, oncolytic viruses, and more. Utilizing microneedle arrays, NDMNs can effectively penetrate the skin barrier, delivering drugs precisely to the tumor site or immunoactive regions within the skin. Additionally, by designing and optimizing the microneedle structure, shape, and functionality, NDMNs enable precise drug release and efficient penetration, thereby enhancing the efficacy of tumor immunotherapy. In this review, we comprehensively discuss the pivotal role of NDMNs in cancer immunotherapy, summarizing innovative microneedle design strategies, mechanisms of immune activation, and delivery strategies of various nanodrugs. Furthermore, we explore the current clinical realities, limitations, and future prospects of NDMNs in tumor immunotherapy.