Deep-level sensors for detecting the local temperatures of inner organs and tissues of an animal are rarely reported. In this paper, we present a method to fabricate multifunctional micro-probes with standard cleanroom procedures, using a piece of stainless-steel foil as the substrate. On each of the as-fabricated micro-probes, arrays of thermocouples made of Pd–Cr thin-film stripes with reliable thermal sensing functions were built, together with Pd electrode openings for detecting electrical signals. The as-fabricated sword-shaped freestanding microprobes with length up to 30 mm showed excellent mechanical strength and elastic properties when they were inserted into the brain and muscle tissues of live rats, as well as suitable electrochemical properties and, therefore, are promising for potential biological applications.