A microneedle (MN) is a micron-sized needle with a height of 10-2000 μm and a width of 10-50 μm, which can penetrate through the epidermis layer to dermal tissue directly without pain. Microneedles are widely used in transdermal drug delivery systems (TDDS) because they are efficient, safe, convenient and painless. Morphologically, microneedles are divided into four types: solid microneedles, coated microneedles, dissolving microneedles, and hollow microneedles. Different types of microneedles play different roles in different research fields. Microneedles also have different characteristics and applications depending on the materials they are made from. In recent years, microneedles have frequently been used to deliver drugs, genes, proteins, RNA, and vaccines, and have achieved amazing therapeutic effect. Meanwhile, a variety of nano-carriers combined with microneedle delivery systems highlight the application of microneedles. The materials, types, and applications of the microneedles are summarized in this review. Overall, this review aims to serve as a foundational study of microneedles and hopes to promote their clinical application.