A micro-needle protrudes from a support member. The needle has a needle body portion, a closed pointed tip portion, and an inner lumen extending through the support member and into the protruding needle. The needle body portion has at least one side opening communicating with the inner lumen. The method of making the needle comprises providing a mask on the front side of an etchable wafer such that the vertical projection of the mask at least partially covers the extension of a hole made in the back side. The mask is isotropically underetched to remove wafer material. An anisotropic etch forms a protruding structure. Optionally a second isotropic etch on the protruding structure exposes the blind hole. Optionally a final anisotropic etch extends the needle without forming side openings.