This protocol outlines the fabrication and application of dissolvable microneedle (MN) patches containing α-lactalbumin nanomicelles for the targeted transdermal delivery of capsaicin to adipose tissue. The process begins with the partial enzymatic hydrolysis of α-lactalbumin, resulting in amphiphilic peptides that self-assemble into nanomicelles encapsulating the hydrophobic compound capsaicin. The capsaicin-loaded nanomicelles are mixed with a hyaluronic acid (HA) and polyvinyl alcohol (PVA) matrix, cast into polydimethylsiloxane (PDMS) molds, and centrifuged to produce 10 × 10 MN arrays. After vacuum drying, the MNs exhibit adequate mechanical strength for skin penetration and dissolve within approximately 30 min of application. Representative results include scanning electron microscopy, which confirms uniform morphology of MNs, confocal microscopy, which verifies skin penetration and drug release, and in vivo experiments in high-fat diet (HFD) mice showing reduced fat mass, enhanced metabolic activity, and induction of adipose browning. This protocol provides a reproducible and minimally invasive method for the transdermal delivery of hydrophobic bioactives, offering a promising therapeutic approach for the management of obesity. This protocol is optimized for reproducibility and is suitable for adaptation to other hydrophobic bioactives.