Cancer pain significantly impairs the quality of life of patients, yet conventional analgesic approaches—such as oral, rectal, subcutaneous, and intrathecal administration—are often limited by systemic side effects and poor compliance. Microneedle (MN) technology, an innovative transdermal drug delivery platform, offers a promising alternative by painlessly penetrating the stratum corneum to enable precise, controlled drug release. This review systematically examines recent advances in MN-based analgesic strategies, highlighting its applications across diverse pain conditions, including local anesthesia, rheumatoid arthritis, neuropathic pain, migraines, and postoperative pain. We further explore the translational potential of MNs for cancer pain analgesia, emphasizing their ability to enhance therapeutic efficacy while minimizing adverse effects. Looking forward, the development of smart-responsive MNs and multifunctional combination platforms is poised to advance personalized pain management. With its favorable safety profile and patient-friendly design, MN technology holds substantial promise for overcoming the limitations of traditional cancer pain therapies.