The development of multifunctional nanoformulations (NFs) include several features in a single nanosystem for these devices to overcome the disadvantages of inefficiency and undesirable toxicity of traditional therapies and provide new opportunities in the management of tumors. Herein, multifunctional CaO2@Mn-PDA NFs with a core-shell structure, integrating the photothermal conversion properties of Mn-PDA, the chemodynamic properties of doped Mn ions, and relieving hypoxia in the tumor microenvironment (TME) were developed. The as-fabricated CaO2@Mn-PDA NFs were embedded in microneedles (MNs) for transdermal delivery into tumor sites, leading to the generation of a new minimally invasive and synergistic therapeutic strategy against skin melanoma. Under near-infrared (NIR) light irradiation, the CaO2@Mn-PDA NFs exhibited a synergistic therapeutic effect, including photothermal therapy (PTT), chemodynamic therapy (CDT), and modulating hypoxia due to their high photothermal conversion efficiency, boosted intracellular production of reactive oxygen species, excellent chemodynamic reactions, etc. Therefore, the developed MN platform, which can build implanted multifunctional characteristics for on-demand NIR-induced synergistic therapy, have a bright future in tumor suppression.