Coated microneedle devices and methods of making such devices are provided. In one aspect, a method for coating includes providing a microstructure having at least one surface in need of coating and applying a coating liquid, which includes at least one drug, to the at least one surface of the microstructure, wherein the surface energy of the coating liquid is less than the surface energy of the surface of the microstructure. The coating liquid may include a viscosity enhancer and surfactant. Microneedles having heterogeneous coatings, pockets, or both are also provided.