Dissolving polymer microneedles have attracted much attention for their biocompatibility, fast dissolution, and high drug loading. Among them, polyvinylpyrrolidone (PVP) is widely used, but its high water absorption and poor mechanical properties constrain its broad applications. Herein we show that adding cyclodextrin (CD) to form PVP-CD inclusion complexes can alleviate these problems. The water absorption of PVP was reduced by 36-40% at different RHs as the PVP-CD inclusion complexes formed. Attractively, the water absorption at 10 and 20 days remained almost the same for the complexes while it could dramatically increase for the pure PVP samples, particularly in high humidity environments, indicating a possibly longer storage time for the complexes. It was also found that the Young's modulus and hardness of the PVP-CD could be greatly improved, especially for low molecular weight PVP. Furthermore, the glass transition temperature (Tg) of the PVP-CD increased by up to 39°C. With the improved properties, the fabricated PVP-CD microneedles possessed much sharper needle tips and the patch had less cracks than those made from pure PVP. Pig skin application results suggested that the PVP-CD microneedle arrays were able to reliably pierce the stratum corneum of the skin while it was not achievable for the PVP microneedles with the same geometry. We anticipate that these PVP-CD complex microneedles are more suitable for vaccine and drug delivery because of their superior properties.