<p>Microneedle technology has undergone a paradigm shift from basic transdermal drug delivery to intelligent, closed-loop theranostic systems. Hydrogel materials have emerged as core carriers due to their excellent biocompatibility, efficient drug-loading capacity, and improved patient compliance. Moreover, critical bottlenecks in hydrogel microneedles, including poor mechanical strength, burst release of drugs, and delayed response to treatment, can be addressed via cross-scale integration of nanomaterials. This review systematically outlines several multiscale engineering strategies to overcome these limitations. The construction of nanotopological networks coupled with dynamic crosslinking modulation synergistically enhances the mechanical properties, stability of drug loading, and conductivity of hydrogel microneedles. Furthermore, responsive nanocarriers equipped with biosensors help establish a closed-loop linkage between monitoring and therapeutic functions. We highlight their synergistic theranostic advantages in scenarios such as wound regulation and tumor-immune microenvironments, while revealing the role in integrating flexible electronics with wearable systems in intelligent medicine. We also summarize the research advances on the biosafety and scalable manufacturing processes of nanocomposite hydrogel microneedles (NHMNs), providing examples of clinical translation to elucidate the path from fundamental research to industrial implementation. As a convergence of nanotechnology, biomaterials, and flexible electronics, NHMNs provide new standards for transdermal theranostics as well as a roadmap for iterative advancement of intelligent theranostic devices in personalized medicine. Their cross-scale collaborative design, which spans from the properties of materials to the functional integration of macroscopic devices, can facilitate potential breakthroughs in next-generation closed-loop theranostic systems.</p>