Transdermal drug delivery by microneedles combines the advantages of both injection and transdermal drug delivery techniques, greatly enhances the percutaneous absorption of macromolecular drugs with almost no damage to skin, thus has good prospect. However, this technology is still in its infancy, and it is necessary to study the penetration depth of microneedles in the skin and absorption/release behavior of drug particles by means of imaging. A swept source optical coherence tomography system is developed, which uses the Bessel beam, generated by a circular Dammann grating, to illuminate samples. This system exhibits high lateral resolution along an axially extended focal range, the effective depth of focus of the measured system is 1.68 mm and the lateral resolution around the confocal position is 3.61 μm, which can meet the imaging requirements for transdermal drug delivery by microneedles. The proposed system is used to image the dissolving microneedles before and after inserting into the skin, the edge of microneedles, penetration depth and microchannels left on the skin are clearly visible, and the dissolution process of microneedles in skin is observed.