The skin is considered the largest and most accessible organ in the human body, and allows the use of noninvasive and efficient strategies for drug administration, such as the transdermal drug delivery system (TDDS). TDDSs are systems or patches, with the ability and purpose to deliver effective and therapeutic doses of drugs through the skin. Regarding the specific interaction between hydrogels (HG) and microneedles (MNs), we seek to find out how this combination would be applied in the context of drug delivery, and we detail some possible advantages of the methods used. Depending on the components belonging to the HG matrix, we can obtain some essential characteristics that make the combination of hydrogels–microneedles (HG–MNs) very advantageous, such as the response to external stimuli, among others. Based on multiple characteristics provided by HGMNs that are depicted in this work, it is possible to obtain unique properties that include controlled, sustained, and localized drug release, as well as the possibility of a synergistic association between the components of the formulation and the combination of more than one bioactive component. In conclusion, a system based on HG–MNs can offer many advantages in the biomedical field, bringing to light a new technological and safe system for improving the pharmacokinetics and pharmacodynamics of drugs and new treatment perspectives.