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Microneedle patches, arrays of micron-scale projections that penetrate skin in a minimally invasive manner, are a promising tool for transdermally delivering therapeutic proteins. However, current microneedle fabrication techniques are limited in their ability to fabricate microneedles rapidly and with a high degree of control over microneedle design parameters. We have previously demonstrated the ability to fabricate microneedle patches with a range of compositions and geometries using the novel additive manufacturing technique Continuous Liquid Interface Production (CLIP). Here, we establish a method for dip coating CLIP microneedles with protein cargo in a spatially controlled manner. Microneedle coating mask devices were fabricated with CLIP and utilized to coat polyethylene glycol-based CLIP microneedles with model proteins bovine serum albumin, ovalbumin, and lysozyme. The design of the coating mask device was used to control spatial deposition and loading of coated protein cargo on the microneedles. CLIP microneedles rapidly released coated protein cargo both in solution and upon insertion into porcine skin. The model enzyme lysozyme was shown to retain its activity throughout the CLIP microneedle coating process, and permeation of bovine serum albumin across full thickness porcine skin was observed after application with coated CLIP microneedles. Protein-coated CLIP microneedles were applied to live mice and showed sustained retention of protein cargo in the skin over 72 h. These results demonstrate the utility of a versatile coating platform for preparation of precisely coated microneedles for transdermal therapeutic delivery.