Microneedles (MNs) have attracted considerable attention in the pharmaceutical field as a minimally invasive delivery alternative to hypodermic needles. Current material systems of MNs have gradually shifted from metals, ceramics, and silicon to polymer in consideration of toughness and drug loading capacity. Silk fibroin (SF) is considered one of the most promising alternatives because it combines the ability to maintain the activity of biomolecules, adjustable mechanical strength, and excellent biocompatibility. However, the strength and hardness of SF MNs need to be carefully optimized to ensure skin epidermis penetration and controlled drug release, which are rarely explored in reported works. Here, the synergistic effect of glutaraldehyde-based cross-linking and water vapor annealing post-treatment is presented as an effective method to promote the formation of SF molecular networks and the mechanical strength of SF MNs. Moreover, the reinforced MN substrate is coated with a drug-loaded SF layer with low crystallinity. The drug release experiments demonstrate the successful controlled release of rhodamine B, horseradish peroxidase, and tetracycline, which suggests the great potential in the application of vaccine, antibiosis, cosmetology, and so forth.