The administration of specific antigens is being explored as a mean to re-establish immunological tolerance, namely in the context of multiple sclerosis (MS). PLP139-151 is a peptide of the myelin’s most abundant protein, proteolipid protein (PLP), which has been identified as a potent tolerogenic molecule in MS. This work explored the encapsulation of the peptide into poly(lactide–glycolide) nanoparticles and its subsequent incorporation into polymeric microneedle patches to achieve efficient delivery of the nanoparticles and the peptide into the skin, a highly immune-active organ. Different poly(d,l-lactide–glycolide) (PLGA) formulations were tested and found to be stable and to sustain a freeze-drying process. The presence of trehalose in the nanoparticle suspension limited the increase in nanoparticle size after freeze-drying. It was shown that rhodamine can be loaded in PLGA nanoparticles and these into poly(vinyl alcohol)-poly(vinyl pyrrolidone) microneedles, yielding fluorescently labelled structures. The incorporation of PLP into the PLGA nanoparticles resulted in nanoparticles in a size range of 200 µm and an encapsulation efficiency above 20%. The release of PLP from the nanoparticles occurred in the first hours after incubation in physiological media. When loading the nanoparticles into microneedle patches, structures were obtained with 550 µm height and 180 µm diameter. The release of PLP was detected in PLP-PLGA.H20 nanoparticles when in physiological media. Overall, the results show that this strategy can be explored to integrate a new antigen-specific therapy in the context of multiple sclerosis, providing minimally invasive administration of PLP-loaded nanoparticles into the skin.