Drug delivery to the skin is limited by the strong barrier properties of skin's outer layer of stratum corneum. Micron-scale needles have been developed to deliver drugs across this barrier layer and into the skin in a minimally invasive manner. One method of delivery involves coating these microneedles with a drug that rapidly dissolves off within the skin. As a variation on this approach, this study examines microneedles with holes cut through their shafts to form "pockets" that can be filled with drug formulations using a dip-coating method. Our results (i) demonstrated the filling of microneedle pockets having a variety of different sizes and shapes, (ii) quantified the amount of drug that can be filled into pockets and coated onto microneedle surfaces, (iii) developed composite microneedle structures that sequester one model drug within the microneedle pocket and coat another model drug on the microneedle surface and (iv) showed that pocketed microneedles can deliver a model drug to a targeted depth within the skin. We conclude that pocketed microneedles offer unique capabilities for controlled drug delivery to the skin.