Rheumatoid arthritis (RA) is an autoimmune disease of synovial inflammation that affects populations worldwide. Transdermal drug delivery systems for treating RA have increased but remain challenging. We fabricated a dissolving microneedle (MN) system with photothermal (PT) polydopamine (PDA) to co-load the non-steroidal anti-inflammatory drug loxoprofen (Lox) and the Janus kinase inhibitor tofacitinib (Tof), with the aim of co-delivering Lox and Tof directly to the articular cavity, aided by the combination of MN and PT. In vitro and in vivo permeation studies showed that the PT MN significantly promoted drug permeation and retention in the skin. An in vivo visualization of the drug distribution in the articular cavity showed that the PT MN significantly promoted drug retention in the articular cavity. Importantly, compared to the intra-articular injection of Lox and Tof, the application of the PT MN to a carrageenan/kaolin-induced arthritis rat model exhibited superior performance in reducing joint swelling, muscle atrophy, and cartilage destruction. Furthermore, the PT MN downregulated the mRNA expression levels of proinflammatory cytokines, including TNF-α, IL-1β, iNOS, JAK2, JAK3, and STAT3. The results show that the PT MN transdermal co-delivery of Lox and Tof is a new synergetic therapy with high compliance and good therapeutic efficacy for RA.