Neural probes, as an invasive physiological tool at the mesoscopic scale, can decipher the code of brain connections and communications from the cellular or even molecular level, and realize information fusion between the human body and external machines. In addition to traditional electrodes, two new types of neural probes have been developed in recent years: optoprobes based on optogenetics and magnetrodes that record neural magnetic signals. In this review, we give a comprehensive overview of these three kinds of neural probes. We firstly discuss the development of microelectrodes and strategies for their flexibility, which is mainly represented by the selection of flexible substrates and new electrode materials. Subsequently, the concept of optogenetics is introduced, followed by the review of several novel structures of optoprobes, which are divided into multifunctional optoprobes integrated with microfluidic channels, artifact-free optoprobes, three-dimensional drivable optoprobes, and flexible optoprobes. At last, we introduce the fundamental perspectives of magnetoresistive (MR) sensors and then review the research progress of magnetrodes based on it.