Investigation and modulation of neural circuits in vivo at the cellular level are very important for studying functional connectivity in a brain. Recently, neural probes with stimulation capabilities have been introduced, and they provided an opportunity for studying neural activities at a specific region in the brain using various stimuli. However, previous methods have a limitation in dissecting long-range neural circuits due to inherent limitations on their designs. Moreover, the large size of the previously reported probes induces more significant tissue damage. Herein, we present a multifunctional multi-shank MEMS neural probe that is monolithically integrated with an optical waveguide for optical stimulation, microfluidic channels for drug delivery, and microelectrode arrays for recording neural signals from different regions at the cellular level. In this work, we successfully demonstrated the functionality of our probe by confirming and modulating the functional connectivity between the hippocampal CA3 and CA1 regions in vivo.