Transcutaneous administration has the potential to improve therapeutics delivery, providing an approach that is safer and more convenient than traditional alternatives, while offering the opportunity for improved therapeutic efficacy through sustained/controlled drug release. To this end, a microneedle materials platform is demonstrated for rapid implantation of controlled‐release polymer depots into the cutaneous tissue. Arrays of microneedles composed of drug‐loaded poly(lactide‐co‐glycolide) (PLGA) microparticles or solid PLGA tips are prepared with a supporting and rapidly water‐soluble poly(acrylic acid) (PAA) matrix. Upon application of microneedle patches to the skin of mice, the microneedles perforate the stratum corneum and epidermis. Penetration of the outer skin layers is followed by rapid dissolution of the PAA binder on contact with the interstitial fluid of the epidermis, implanting the microparticles or solid polymer microneedles in the tissue, which are retained following patch removal. These polymer depots remain in the skin for weeks following application and sustain the release of encapsulated cargos for systemic delivery. To show the utility of this approach the ability of these composite microneedle arrays to deliver a subunit vaccine formulation is demonstrated. In comparison to traditional needle‐based vaccination, microneedle delivery gives improved cellular immunity and equivalent generation of serum antibodies, suggesting the potential of this approach for vaccine delivery. However, the flexibility of this system should allow for improved therapeutic delivery in a variety of diverse contexts.