Herein, a dual-responsive insulin delivery device by integrating glucose- and H2O2-responsive polymeric vesicles (PVs) with transcutaneous microneedles (MNs) has been designed. This novel microneedle delivery device achieves a goal of fast response, excellent biocompatibility, and painless administration. The PVs are self-assembled from a triblock copolymer including poly(ethylene glycol), poly(phenylboronic acid) (glucose-sensitive block), and poly(phenylboronic acid pinacol ester) (H2O2-sensitive block). After loading with insulin and glucose oxidase (GO x), the drug-loaded PVs display a basal insulin release as well as a promoted insulin release in response to hyperglycemic states. The insulin release rate responds quickly to elevated glucose and can be further promoted by the incorporated GO x, which will generate the H2O2 at high glucose levels and further break the chemical links of phenylboronic acid pinacol ester group. Finally, the transdermal delivery of insulin to the diabetic rats ((insulin + GO x)-loaded MNs) presents an effective hypoglycemic effect compared to that of subcutaneous injection or only insulin-loaded MNs, which indicates the as-prepared MNs insulin delivery system could be of great importance for the applications in the therapy of diabetes.