Nanomedicine with high specificity has been a promising tool for cancer diagnosis and therapy. However, the successful application of nanoparticle-based superficial cancer therapy is severely hindered by restricted deep tumor tissue accumulation and penetration. Herein, a self-assembly nanomicelle dissolving microneedle (DMN) patch according to the “nano in micro” strategy was conducted to co-deliver a first-line chemotherapeutic agent paclitaxel (PTX), and a photosensitizer IR780 (PTX/IR780-NMs @DMNs) for chemo-photothermal synergetic melanoma therapy. Upon direct insertion into the tumor site, DMNs created a regular and multipoint three-dimensional drug depot to maximize the tumor accumulation. Accompanied by the DMN dissolution, the composition of the needle matrixes self-assembled into nanomicelles, which could efficiently penetrate deep tumor tissue. Upon laser irradiation, the nanomicelles could not only ablate tumor cells directly by photothermal conversion but also trigger PTX release to induce tumor cell apoptosis. In vivo results showed that compared with intravenous injection, IR780 delivered by PTX/IR780-NMs @DMNs was almost completely accumulated at the tumor site. The antitumor results revealed that the PTX/IR780-NMs @DMNs could effectively eliminate tumors with an 88% curable rate without any damage to normal tissues. This work provides a versatile and generalizable framework for designing self-assembly DMN-mediated combination therapy to fight against superficial cancer.