A glucose-mediated insulin delivery system would be highly satisfactory for diabetes diagnosis dependent on the concentration of blood glucose in the body. Herein, a novel microneedle (MN) delivery device integrated with insulin-loaded and H2O2-responsive mesoporous silica nanoparticles (MSNs) was designed to achieve fast and painless administration. The MSNs were obtained by the modification by 4-(imidazoyl carbamate)phenylboronic acid pinacol ester (ICBE) and following a host-guest complexation between ICBE and α-cyclodextrin (α-CD). A drug and a glucose-responsive factor, namely insulin and glucose oxidase (GOx), were encapsulated into the MSNs. GOx in the MSNs could convert glucose to gluconic acid and generate hydrogen peroxide (H2O2). The phenylboronic ester on the surface of the MSNs could be oxidized in the presence of H2O2, which resulted in the destruction of host-guest complexation, leading to the disassembly of the drug-loaded MSNs and subsequent release of the preloaded insulin. After transdermal administration to diabetic rats, an effective hypoglycemic effect was obtained by detection over time compared with that of subcutaneous injection. This work suggests that the as-prepared glucose-mediated and H2O2-responsive MN systems have promising applications in diabetes treatment.