Microfabrication technology has been adapted to produce micron-scale needles as a safer and painless alternative to hypodermic needle injection, especially for protein biotherapeutics and vaccines. This study presents a design that encapsulates molecules within microneedles that dissolve within the skin for bolus or sustained delivery and leave behind no biohazardous sharp medical waste. A fabrication process was developed based on casting a viscous aqueous solution during centrifugation to fill a micro-fabricated mold with biocompatible carboxymethylcellulose or amylopectin formulations. This process encapsulated sulforhodamine B, bovine serum albumin, and lysozyme; lysozyme was shown to retain full enzymatic activity after encapsulation and to remain 96% active after storage for 2 months at room temperature. Microneedles were also shown to be strong enough to insert into cadaver skin and then to dissolve within minutes. Bolus delivery was achieved by encapsulating molecules just within microneedle shafts. For the first time, sustained delivery over hours to days was achieved by encapsulating molecules within the microneedle backing, which served as a controlled release reservoir that delivered molecules by a combination of swelling the backing with interstitial fluid drawn out of the skin and molecule diffusion into the skin via channels formed by dissolved microneedles. We conclude that dissolving microneedles can be designed to gently encapsulate molecules, insert into skin, and enable bolus or sustained release delivery.