The drug diffusion issue in microneedles is the focus of its medical application. It will not only affect the distribution of drugs in the needle body but will also have an impact on the drug release performance of the microneedle. The utilization of cross-linked polymer materials to obtain the drug diffusion control has been experimentally verified as a feasible method. However, the mechanism research on the molecular level is still incomplete. In this study, the dissipative particle dynamics (DPD) simulation has been applied to study the effect of the cross-linking reaction on drug diffusion in hyaluronic acid microneedles. We have discovered that when the cross-linking degree reaches 90%, the diffusion coefficient of the drug is 6.45 times lower than that of the uncross-linked system. The main reason for the decline in drug diffusion ability is that the cross-linking reaction varies the conformation of the polymer. The amplification in the cross-linking degree makes the polymer coils more compact and approach each other, finally forming a continuously distributed cross-linked network, which reduces its degradation rate in the body. Simultaneously, these cross-linked networks can also hinder the interaction of soluble drugs with water, thereby preventing the premature release of drugs. The simulation results are consistent with the data collected in the previous microneedle experiment. This work will be an extension of DPD simulation in the application of biological materials.