In recent years, microneedles (MNs) have gained considerable interest in drug formulation due to their non-invasive and patient-friendly nature. Dissolving MNs have emerged as a promising approach to enhance drug delivery across the skin in a painless manner without generating sharp waste and providing the possibility for self-administration. Cyclodextrins, a group of cyclic oligosaccharides, are well-established in pharmaceutical products due to their safety and unique ability to form inclusion complexes with various drug molecules. In this manuscript, we report the development and characterization of dissolving MNs composed of cyclodextrins for intradermal delivery of a cyclodextrin-based nanoparticulate vaccine. Different cyclodextrins were tested and the most promising candidates were fabricated into MNs by micromolding. The MNs' piercing effectiveness and drug permeation across the skin were tested ex vivo. Furthermore, in vivo studies were carried out to assess the skin's tolerance to cyclodextrin-based MNs, and to evaluate the immune response using a model peptide antigen in a mouse model. The data revealed that the MNs were well-tolerated and effective, even leading to dose-sparing effects. This study highlights the potential of cyclodextrin-based dissolving MNs as a versatile platform for intradermal vaccine delivery, providing a compatible matrix for nanoparticulate formulations to enhance immune responses.