Background Intratumorally injected immune-modulating therapies have advanced to clinical trials over the last few years. Despite some reports on efficacy of different approaches, there remains a need for improved delivery strategies and non-invasive monitoring of anti-tumor effects. Methods This work reports a microneedle (MN) platform capable of simultaneous delivery of immune activators and collection of sample fluids to monitor therapeutic responses. While either approach has shown promise, the combination of the two into one theranostic platform has been previously untested. MNs were synthesized out of hyaluronic acid (HA) and loaded with a model immunomodulatory drug, CpG nanoparticles (TLR9 agonist), for cancer therapy. The therapeutic response was monitored by temporal analysis of entrapped immune cells in the MNs following their retrieval and digestion. Results Transdermal delivery of CpG-NPs induced anti-tumor immune responses in multiple syngeneic mouse cancer models. CpG-loaded MN stimulated innate immune cells and reduced tumor growth. Intravital microscopy showed spatiotemporal co-localization and sustained deposition of CpG-NPs delivered with MN in tumors. Analysis of sampled cells within the MNs revealed similar immune signature to that seen in the bulk tumor homogenate. In addition, immune surveillance using MNs showed an increase in the infiltrates of effector T cells after treatment. Conclusions We validated the theranostic potential of our hydrogel-based MNs in dually supporting transdermal drug delivery and temporal monitoring of tumor immune composition in a minimally invasive manner. This platform has the potential to deliver a range of combination therapies while detecting biomarkers.