Microneedles (µND) are promising devices that can be used to transport a wide variety of active compounds into the skin. To serve as an effective delivery system, µND must pierce the human stratum corneum (~10–20 µm), without breaking or buckling during penetration. In the current review, we discuss both the anatomical features and biomechanical properties of skin in order to understand the local environment and resistive forces relevant to µNDs insertion. Of particular importance are the factors that affect µND insertion, such as their geometry and material composition, as these can be manipulated in the design and development phase to optimise skin insertion. We review the research relevant to µND and how this interacts with skin properties. We have also reviewed the most commonly used skin drug diffusion modelling used to predict drug behaviour from µNDs, and discussed the current challenges faced by µNDs to enter clinical trials and provide positive clinical outcomes.