Arthropods are the largest group of the living organisms. They attack other organisms by biting, stinging, or piercing and sucking. Among various medically important arthropods, which feed on living hosts, mosquitoes' piercing spread viruses which have been reported to cause the highest number of deaths annually. The primary cause of the deaths is malaria, which is spread by infected mosquitoes' piercing. This study aims at elucidating lessons from mosquitoes' painless piercing. Mosquitoes pierce using their fascicle, which is a bundle of coherently functioning six stylets. Based on experiments and available literature, it is presented that mosquitoes painlessly pierce using a combination of the numbing, the fascicle's serrated design, the vibratory actuation, and the graded and frequency-dependent mechanical properties of the labrum. Based on this understanding, a mosquito-inspired microneedle design has also been proposed.