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This paper presents a mid-air haptic interface device enabled by a piezoelectric micromachined ultrasonic transducer (pMUT) array achieving an unprecedentedly high transmission pressure of 2900 Pa at a 15 mm distance for the first time. The structure is based on sputtered potassium sodium niobate (K,Na)NbO3 (KNN) thin film with a high piezoelectric coefficient (𝑒𝑒31 ~ 8-10 C/m2). A prototype KNN pMUT array composed of 15×15 dual-electrode circular-shape diaphragms exhibits a resonant frequency around 92.4 kHz. Testing results show a transmitting sensitivity of 120.8 Pa/cm2 per volt under only 12 Vp-p excitation at the natural focal point of 15 mm away, which is at least 3 times that of previously reported AlN pMUTs at a similar frequency. Furthermore, an instant non-contact haptic stimulation of wind-like sensation on human palms has been realized. As such, this work sheds light on a new class of pMUT array with high acoustic output pressure for human-machine interface applications, such as consumer electronics and AR/VR systems.