Brain function depends on simultaneous electrical, chemical and mechanical signaling at the cellular level. This multiplicity has confounded efforts to simultaneously measure or modulate these diverse signals in vivo. Here we present fiber probes that allow for simultaneous optical stimulation, neural recording and drug delivery in behaving mice with high resolution. These fibers are fabricated from polymers by means of a thermal drawing process that allows for the integration of multiple materials and interrogation modalities into neural probes. Mechanical, electrical, optical and microfluidic measurements revealed high flexibility and functionality of the probes under bending deformation. Long-term in vivo recordings, optogenetic stimulation, drug perturbation and analysis of tissue response confirmed that our probes can form stable brain-machine interfaces for at least 2 months. We expect that our multifunctional fibers will permit more detailed manipulation and analysis of neural circuits deep in the brain of behaving animals than achievable before.