Transdermal delivery of peptide and protein drugs may be limited by the stratum corneum, which is a protective barrier against the entry of microorganisms and water. Many approaches have been utilized to promote peptide and protein drugs delivery across the stratum corneum, including chemical enhancer modification and physical disruption of barrier function. However, it has been difficult to achieve therapeutic levels of peptide and protein drugs via this route without any skin irritation. Recently, attention has been paid to the possibility of using microneedle arrays in delivering peptide and protein drugs into the skin. As a novel and minimally invasive approach, microneedle arrays are capable of creating superficial pathways across the skin for peptide and protein drugs to achieve enhanced transdermal drug delivery. This method combines the efficacy of conventional injection needles with the convenience of transdermal patches, while minimizing the disadvantages of these administration methods. Therefore, microneedle arrays are a very useful alternative method for delivering peptide and protein drugs from the skin into the systemic circulation without any serious damage to skin. In this review, recent challenges in the developments of microneedle arrays for the delivery of peptide and protein drugs are summarized. Then, future developments of microneedle arrays for the delivery of peptide and protein drugs are also discussed in order to improve their therapeutic efficacy and safety.