Microneedles (MNs) are micron-scale polymeric or metallic structures that offer distinct advantages for vaccines by efficiently targeting skin-resident immune cells, eliminating injection-associated pain, and improving patient compliance. These advantages, along with recent studies showing therapeutic benefits achieved using traditional intradermal injections in human cancer patients, suggest MN delivery might enhance cancer vaccines and immunotherapies. We recently developed a new class of polyelectrolyte multilayers based on the self-assembly of model peptide antigens and molecular toll-like receptor agonists (TLRa) into ultrathin, conformal coatings. Here, we reasoned that these immune polyelectrolyte multilayers (iPEMs) might be a useful platform for assembling cancer vaccine components on MN arrays for intradermal delivery from these substrates. Using conserved human melanoma antigens and a potent TLRa vaccine adjuvant, CpG, we show that iPEMs can be assembled on MNs in an automated fashion. These films, prepared with up to 128 layers, are approximately 200 nm thick but provide cancer vaccine cargo loading >225 μg/cm2. In cell culture, iPEM cargo released from MNs is internalized by primary dendritic cells, promotes activation of these cells, and expands T cells during coculture. In mice, application of iPEM-coated MNs results in the codelivery of tumor antigen and CpG through the skin, expanding tumor-specific T cells during initial MN applications and resulting in larger memory recall responses during a subsequent booster MN application. This study support MNs coated with PEMs built from tumor vaccine components as a well-defined, modular system for generating tumor-specific immune responses, enabling new approaches that can be explored in combination with checkpoint blockade or other combination cancer therapies.