Penetrating neural probe arrays are powerful bio-integrated devices for studying basic neuroscience and applied neurophysiology, underlying neurological disorders, and understanding and regulating animal and human behavior. This paper presents a penetrating microprobe array constructed in thin and flexible fashion, which can be seamlessly integrated with the soft curvy substances. The function of the microprobes is enabled by transfer printed ultra-thin Si optoelectronics. As a proof-of-concept device, microprobe array with Si photodetector arrays are demonstrated and their capability of mapping the photo intensity in space are illustrated. The design strategies of utilizing thin polyimide based microprobes and supporting substrate, and employing the heterogeneously integrated thin optoelectronics are keys to accomplish such a device. The experimental and theoretical investigations illustrate the materials, manufacturing, mechanical and optoelectronic aspects of the device. While this paper primarily focuses on the device platform development, the associated materials, manufacturing technologies, and device design strategy are applicable to more complex and multi-functionalities in penetrating probe array-based neural interfaces and can also find potential utilities in a wide range of bio-integrated systems.