Microneedles are primarily designed for enhancing transdermal drug delivery in a minimally invasive manner. In particular, coated microneedles have attracted increasing attention due to the resulting mode of rapid and highly efficient drug administration. In this study, we developed a novel gelatin/sucrose film-coated poly(ethylene glycol)diacrylate (PEGDA) microneedle patch, which can effectively improve the skin permeability of therapeutic drugs and realize convenient and efficient drug administration. A simple and reliable technique was proposed to produce uniform film coatings on microneedles at room temperature. After introducing a prepolymer solution into the mold cavity, a film-coated microneedle patch was fabricated via a photo-induced polymerization process. Four categories of molecular models, including rhodamine B (RhB), bovine serum albumin (BSA), doxorubicin (DOX) and indocyanine green (ICG), were encapsulated into the gelatin/sucrose film to evaluate their transdermal delivery and therapeutic effects both in vitro and in vivo. The presented methodology represents a facile technique for rapid formation of film-coated microneedles for efficient transdermal delivery of small molecular drugs and large proteins.