Place the candy melts in a microwave-safe bowl and melt according to the package instructions.
Unwrap each Reese's cup and place it upside down on a baking sheet lined with parchment paper.
Dip each pretzel into the melted candy so it coats about ¼ of the pretzel.
Gently press the candy-coated end into each peanut butter cup until it stands straight. Place them in the fridge for 5 minutes to allow the melted candy to set. Serve and enjoy!