Melanoma has emerged as a significant threat to human life and health. Microneedle (MN)‐mediated transdermal drug delivery (TDD) has garnered attention in melanoma treatment for bypassing the first‐pass effect. However, the propensity of melanoma to metastasize presents substantial challenges for MN mediated local treatment. Developing systemic therapies, such as immunotherapy in combination with TDD, is crucial for achieving effective melanoma treatment. Herein, a polyvinyl alcohol (PVA) MN‐mediated multifunctional TDD system, designated MN@PDA@1‐MT/CUR/DOX@HA (MN@PMCDH), was developed for synergetic chemotherapy/photothermal/immunotherapy of melanoma. PMCDH nanomedicines penetrate deep skin layers through MNs, accumulate at tumor sites guided by hyaluronic acid (HA), and selectively release drugs in response to the acidic tumor microenvironment and near‐infrared (NIR) stimulation. Released curcumin (CUR) significantly enhances the efficacy of photothermal therapy (PTT) and chemotherapy, as well as improves the induction of immunogenic cell death (ICD) by increasing melanoma sensitivity to polydopamine (PDA)‐mediated photothermal effects and doxorubicin (DOX). Moreover, the incorporation of 1‐methyltryptophan (1‐MT) to reverse the tumor immunosuppressive microenvironment can further enhance the effects of immunotherapy. In vitro studies revealed that the MN@PMCDH system can effectively induce ICD and inhibit tumor cell growth. Additionally, remarkable deep tumor cell inhibition effects are also achieved in 3D tumor models.