Transdermal drug delivery techniques based on microneedle arrays can painlessly administer controlled amount of drugs through penetration of the epidermis. Solid microneedles arrays can be employed in this process after coating the tip with the liquid agent before insertion. In this work, we report a low cost technique for the formation of pyramidal microneedle arrays based on crystalline silicon. A combination of crystallographic etching, thermal oxidation and subsequent HNA treatment was employed. Optimization of the process parameters led to the generation of pyramidal microneedle arrays where the tip diameter can be reduced without loss of overall structural robustness. Micro-cavities with size 4–10 μm in diameter can be reproducibly generated in a ring surrounding the tip, while maintaining an otherwise smooth microneedle facet wall. Optical fluorescence imaging indicates that fluids can be exclusively trapped in these microcavities, with implications in transdermal drug delivery. © 2019 Elsevier B.V.