Nanoparticles (NPs) have shown potential in cancer therapy, while a single administration conferring a satisfactory outcome is still unavailable. To address this issue, the dissolving microneedles (DMNs) were developed to locally deliver functionalized NPs with combined chemotherapy and photothermal therapy (PTT). α-Tocopheryl polyethylene glycol succinate (TPGS)/hyaluronic acid (HA) dual-functionalized PLGA NPs (HD10 NPs) were fabricated to co-load paclitaxel and indocyanine green. HD10 NPs significantly enhanced the cytotoxicity of low-dose paclitaxel because of active and mitochondrial targeting by HA and TPGS, respectively. PTT could further sensitize tumor cells toward chemotherapy by promoting apoptosis into the advanced period, highly activating caspase 3 enzyme, and significantly reducing the expression of survivin and MMP-9 proteins. Further, the anti-tumor effects of HD10 NPs delivered through different administration routes were conducted on the 4T1 tumor-bearing mice. After a single administration, HD10 NPs delivered with DMNs showed the best anti-tumor effect when giving chemotherapy alone. As expected, the anti-tumor effect was profoundly enhanced after combined therapy, and complete tumor ablation was achieved in the mice treated with DMNs and intra-tumor injection. Moreover, DMNs showed better safety due to moderate hyperthermia. Therefore, the DMNs along with combined chemo-photothermal therapy provide a viable treatment option for superficial tumors.