Transdermal delivery of diclofenac sodium (DS) has drawn much attention for the advantages of avoiding first-pass metabolism, reduced systemic toxicity and better patient compliance, but the successful translation of reported transdermal drug delivery systems (TDDSs) is still limited by poor skin permeability and uncontrollable drug release. Herein, we designed and fabricated a novel ultrasound responsive TDDS by embedding DS-loaded polyester microcapsules into a hydrogel patch based on four-armed poly(ethylene glycol). The rational design endows the microcapsule-embedded hydrogel patch with good biocompatibility, excellent skin-adhesion properties and well-controlled ultrasound responsive release behavior. More importantly, by employing ultrasound as a simultaneous trigger of drug release and efficient penetration enhancer, the encapsulated drug could be released and pass through the skin barrier rapidly under ultrasound, while without the action of ultrasound, a negligible amount of drug was released and penetrated into the subcutaneous tissues in ex vivo and in vivo transdermal drug release experiments, indicating that improved and controllable transdermal delivery of DS was achieved. Our work demonstrated that the microcapsule-embedded hydrogel patch may be a promising candidate as an ultrasound responsive and enhanced TDDS of DS for treating diseases such as arthritis and topical soft tissue injuries.